☰
Navigation :

What's New

This page provides a brief overview of the new features and improvements in the latest version of Atoti CVA Risk Capital.

For bug fixes and developer-facing changes, see our Release notes.

6.0.0

Summary

Java 21

Atoti CVA Risk Capital now requires Java 21 to run. This upgrade brings improved performance, better memory management, and access to the latest Java features including virtual threads support.

Spring Boot 3 and Spring Security 6

The application has been upgraded to Spring Boot 3.x and Spring Security 6. This includes the migration from javax.* to jakarta.* namespace (Jakarta EE 10). For migration details, see the Migration Notes.

OpenTelemetry Observability

Spring Cloud Sleuth has been replaced with OpenTelemetry for distributed tracing. OpenTelemetry provides a vendor-neutral approach to observability with support for traces, metrics, and logs. For configuration details, see tracing.properties.

Atoti Server Upgrade

Atoti CVA Risk Capital has been upgraded to Atoti Server 6.1.19, which includes performance improvements, bug fixes, and new features. For more details, see the Atoti Server documentation.

What-If Upgrade

The What-If library has been upgraded from 2.1.6-AS6.0 to 5.0.0-AS6.1. Key improvements include:

  • Hibernate-based simulation persistence: Simulation definitions are now persisted via a Hibernate store (backed by H2 by default). This replaces the previous DataStore-based approach and enables durable simulation state across restarts.
  • JWT authentication for distributed deployments: Cluster communication now uses JWT tokens instead of username/password credentials, improving security for distributed deployments.
  • Admin branch permissions: A new AdminBranchPermissionsManager implementation of IBranchPermissionsManager grants admin-level roles as branch owners, allowing admin users to run simulations on any existing branch.
  • Branch chaining CVARC-883 : Simulation branches can now be chained, so multi-step what-if scenarios build on each other without having to restart from the base dataset.
  • Improved error handling: A new DatabaseSimulationsRestServiceExceptionHandlerController provides structured HTTP error responses on simulation failure. REST services now return proper HTTP error codes instead of generic runtime exceptions.
  • No-op simulation optimization: Simulations that do not modify the database no longer forward requests to database services, making no-op simulations succeed regardless of the IDatabaseService implementation.
  • Expanded store coverage: Trade duplication now covers 7 stores and trade scaling covers 3 stores, up from Delta only.
  • Feature flags: Each What-If operation (trade scaling, parameter sets, file upload) can be individually disabled via configuration properties.
  • Distributed file upload: File upload What-If now works in distributed deployments. A query-node controller orchestrates data nodes in parallel, with per-user caching and automatic file filtering per node.
  • No-simulation upload: A new endpoint allows creating a branch and loading data without running a What-If simulation, enabling integration with external orchestration in distributed deployments.

For configuration details see What-If Simulation Persistence. For migration guidance see the Migration Notes.

ISDA Validation

Atoti CVA Risk Capital is now validated against the latest ISDA reference, v3.4.6 CVARC-888 . Validation coverage has also been extended to the Basic Approach (BA) cube CVARC-905 , ensuring that both SA and BA calculations are confirmed against the current industry standard.

Module Restructuring

Atoti CVA Risk Capital has undergone a major module restructuring to improve maintainability and enforce cleaner separation between library code and Spring configuration:

  • cvarc-common → cvarc-common-lib + cvarc-common-config
  • cvarc-ba-core → cvarc-ba-lib, cvarc-ba-activepivot → cvarc-ba-config
  • cvarc-sa-core → cvarc-sa-lib, cvarc-sa-activepivot → cvarc-sa-config
  • Old cvarc-starter → cvarc-application (the runnable Spring Boot application)
  • New cvarc-starter auto-configuration library for reusable Spring Boot auto-wiring
  • New cvarc-application-tests module for Spring-context integration tests

The main entry-point class has been renamed from CVAWebApplication to CVARCApplication.

For migration details, see the Migration Notes.

Performance Improvements

This release includes two improvements that reduce query latency across the cubes:

  • In-memory cube queries CVARC-886 : Queries against in-memory cubes no longer use distinctQuery, reducing unnecessary overhead.
  • Key-based query compilation CVARC-909 : All getByKey queries are now compiled, resulting in faster repeated lookups.

Bug Fixes

  • BA-CVA aggregate capital charge CVARC-910 : The aggregate capital charge was computed using an unscaled K_full measure instead of the discount-factor-scaled version. Results are now correct.
  • SA and BA Incremental measures CVARC-900 : SA Incremental and BA Incremental measure values were incorrect in certain scenarios. This has been fixed.
  • Local branch bucket display CVARC-885 : Querying within a local branch returned the wrong bucket in some cases. The correct bucket is now displayed.
  • BA CRIF tuple publisher CVARC-906 : The CRIF tuple publisher for the Basic Approach was producing incorrect output in some conditions. This has been resolved.

5.1.3

Summary

What-if Trade Scaling

Trade-level data can now be scaled through a context menu option available in any pivot table containing the AsOfDate and TradeId levels.

5.1.2

Summary

  • Bug fixes

5.1.1

Summary

  • Bug fixes

5.1.0

Summary

Incremental measures

Incremental measure variations are now available in the BA and SA cubes. They allow you to evaluate the impact of a trade or group of trades on the result by comparing it with a computation as if the considered trade or aggregate of trades were hypothetically removed.

For more details, see Incremental.

5.0.1

Summary

Bug fixes and improvements.

5.0.0

Summary

This release contains technical upgrades and bug fixes:

  • Atoti Server 6.0: Upgrade to Atoti Server 6.0.7
  • Atoti UI 5.1: Atoti CVA Risk Capital can now be used with Atoti UI version 5.1 or higher. For more details on this version of Atoti UI, see the Atoti UI Documentation.
  • Admin UI: Incorporated the Admin UI. For details, see Admin UI.
  • What-if 2.1: Upgrade to What-If 2.1 with support for what-if simulations in a distributed deployment.