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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

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What is Atoti FRTB?

Atoti FRTB is a solution for Fundamental Review of the Trading Book regulatory compliance and capital optimization. It is built on the Atoti Engine and provides analytics to report, explain, and optimize FRTB capital charges. This page is intended for users familiar with FRTB regulation and market risk concepts. Atoti FRTB is designed for banks of all sizes that want to move beyond regulatory reporting and into active capital management.

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Why use Atoti FRTB?

Regulatory reporting is the minimum requirement under FRTB. Supervisors also require clear explanations of results, testing of alternative stress scenarios, and evidence of model accuracy. Organizations that rely on spreadsheets or general-purpose BI tools struggle to meet these expectations. These limitations increase operational risk and expose firms to regulatory findings. Atoti FRTB supports the three core capabilities required by an effective FRTB solution.
  • Report Calculate FRTB risk metrics and generate aggregated results for internal and external reporting.
  • Explain Drill into results at any level of granularity to understand drivers and validate calculations.
  • Optimize Simulate portfolio changes, model choices, and trading decisions to reduce capital charges.

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Who is Atoti FRTB for?

Atoti FRTB is used by teams responsible for market risk and trading book capital under FRTB. Typical users include:
  • Market risk managers.
  • Front office traders and desk heads.
  • Risk analysts and quantitative teams.
  • Enterprise risk and control functions.
Common use cases include:
  • Calculating capital charges under the Standardized Approach and Internal Models Approach.
  • Aggregating Delta, Vega, and Curvature sensitivities across asset classes.
  • Decomposing Expected Shortfall to identify tail risk drivers.
  • Investigating bucketing and netting logic behind reported figures.
  • Comparing SA and IMA capital outcomes.
  • Running pre-trade and What-if scenario analysis.
  • Monitoring intraday capital usage against limits.

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How does Atoti FRTB work?

Atoti FRTB is built on the Atoti Engine high-performance query layer. It performs on-the-fly aggregation of FRTB metrics across large datasets. Source data is consolidated from booking systems, risk engines, and market data feeds. Data is loaded into the Atoti in-memory database and supports intraday incremental updates. The solution applies FRTB aggregation, bucketing, netting, and sensitivity calculations directly in the analytical layer. This approach supports fast exploration without pre-aggregated extracts. Results are available through Atoti UI. They can also integrate with Atoti Limits and Atoti Sign-Off to support end-to-end capital workflows. Atoti FRTB supports on-premise deployment, cloud deployment, and managed service models.

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What is the relationship to other Atoti products?

Atoti FRTB is part of the Atoti portfolio for regulatory capital and risk management. It is commonly used with:
  • Atoti Market Risk for VaR, P&L explain, and enterprise market risk analytics.
  • Atoti for xVA for CVA, DVA, FVA, and valuation adjustment analysis.
  • Atoti Limits for intraday limit monitoring and breach investigation.
  • Atoti Sign-Off for end-of-day data validation and approval.
  • Atoti Scenario Analysis for hypothetical and stress testing.