Bookmarks
Atoti CVA Risk Capital is delivered with a default set of bookmarks, which are located in the folder titled “ActiveViam CVARC”.
Click on a dashboard title to launch and view a pre-configured bookmark that represents a reference view of data. These bookmarks can help new users and implementation teams to learn the product.
You can also create dashboards tailored to your daily workflows and needs. See the Atoti UI User Guide for additional information about dashboards.
Finding Bookmarks
To open a bookmark:
- In the top-left of the UI, click File > Open…
This opens the Open dashboard dialog with a list of available dashboards. - Double-click the relevant dashboard or folder to open it.
Scope
The reference bookmarks are organized into these folders:
- Basel Framework provides calculation walk-throughs for the BA-CVA and SA-CVA approaches, as well as the aggregate capital requirement calculation in Atoti CVA Risk Capital. The titles in this section include MAR50 paragraph references. Implementation teams can utilize these bookmarks to gain familiarity with the implemented business semantics as well as validate the calculations.
- Beyond Basel provides bookmarks demonstrating the features of Atoti CVA Risk Capital, that go beyond the regulatory calculations, such as What-If.
- Day to Day analysis provides dashboard examples that illustrate business as usual capabilities within the Atoti CVA Risk Capital. These bookmarks demonstrate layouts and data presentation widgets available for daily analysis and investigations.
- Filters provides examples of saved filters, which can be dragged into the “Filters” widget on other dashboards. You can find filters on [TradePosition].[Trades] and [TradePosition].[CapitalTreatment].
- QIS provides reports similar to the Basel III Monitoring workbook layout for CVA, aiming to assist with the data collection exercises.
Example
The following is an example of a bookmark illustrating the aggregation of exposures at default (EAD) up to standalone risk capital (SCVA) as per the formula in paragraph [MAR50.15]. You can access the bookmark by performing one of the following:
- search for “SCVA” keyword,
- search for “50.15” reference,
- navigate to “ActiveViam CVARC” -> “Basel Framework” -> “[MAR50] CVA Framework” -> “BA-CVA” -> “[50.15] SCVA”.
The left side of the dashboard contains “Quick Filters” widgets allowing users to select a date, a netting set and/or a counterparty. You can read more about filters in the Atoti UI User Guide.
The Pivot Table widget in the middle of the dashboard displays the SCVA measure as well as inputs to the calculation - BA Risk Weight, Effective Maturity, EAD and Discount Factor EAD.
To export the data to clipboard or to a CSV file, right-click a cell within the pivot table and select the appropriate pop-up menu item.
The notes on the right contain formulae and comments from the development team. You can use the Text Editor widget within dashboards to provide notes.
