About What-If analysis
The Accelerator uses native ActivePivot What-If capabilities to deliver powerful simulation tools in five main areas; trade level simulations, portfolio reclassification, desk eligibility (IMA/SA), datastore changes, and correlation, risk weight, and parameter changes
What-If is applicable at any level in the hierarchy and you can drill down and propagate the effect of the what-if simulation to the lower levels.
Branches
Each simulation you run creates a separate cloned branch of the master. However, as the What-If is purely for simulation purposes, these branches never impact the master branch.
Audit Trail
In the reference implementation of the Accelerator, there is no audit trail or persistence for the What-If simulations. Instead, the What-If branches are cleaned-up on a regular basis depending on your configuration.
Customising the What-If configuration
The What-If framework has been designed to be adapted and configured based on your use cases. For more information, see the FRTB Accelerator
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