Changelog 6.0

info

For user-facing changes, see our Release notes.
For information on upgrading from previous versions, see the Atoti FRTB Migration Notes.

6.0.3

2025-08-25

Distribution

Follow this link to download the zipped distribution files for:

  • UI source code
  • UI build
  • Source files to build the module
  • Sample bookmarks
  • Offline documentation that can be served by the module
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.1.11 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

Added

Issue Key Details
FRTB-3544 Added initial support for HKMA parameter set
FRTB-3545 Added initial support for MAS parameter set
FRTB-3523 Added initial support for crypto assets Group 2b SCO 60.83
FRTB-3422 Added support for incremental refresh operations.

Changed

Issue Key Details
FRTB-3508 The zero risk-weight can now be specified per obligor and jurisdiction, defaulting to 0%.
FRTB-3529 Changed authority of default security filter chain to user role.
FRTB-3559 Updated to Atoti Server 6.1.11.
FRTB-3597 Updated to common-library 2.1.9-AS6.1.

Fixed

Issue Key Details
FRTB-3534 Fixed typo in dist-data-node profile. The property combined.disabled is now combined.disable which disables FRTBCombinedCube.
FRTB-3555 Fixed an issue with running a query node while having the categories hierarchy enabled.
FRTB-3562 Fixed the configuration of default members for the Parameter Set and displayCurrency hierarchies.
FRTB-3563 Fixed some inconsistencies in reference data set.
FRTB-3572 Resolved what-if simulation performance issues by upgrading to a version of Atoti What-if that uses a single-phase commit mechanism.
FRTB-3594 Upgraded to What-if 4.0.3-AS6.1.
FRTB-3598 The file upload widget no longer throws an error when a user attempts to upload files from a nested structure.
FRTB-3602 Resolved an issue causing a UI error when users right-click and apply a filter to the last date in a pivot table.

Known issues

Issue Key Details
FRTB-3461 SA SBM and DRC queries are creating a lot of OpenTelemetry spans when using a non-root parameter set. If you are not recording these spans, these queries may be noticeably slower. If you are recording these spans, you may see a significant performance impact.

note

In this release, it is now possible to configure a different root parameter set.

FRTB-3535 GrossJTD for DRC Sec CTP incorrectly tries to use the Notional or LGD for DRC Sec CTP Risk Class. Instead the GrossJTD should instead use the market value (PV) for the DRC Sec CTP risk class.

Dependencies

Component Version
Adjustments Services API 4.1.0
Atoti Server 6.1.11
Atoti UI 5.2.x
Common Library 2.1.9-AP6.1
Data Connectors Integrated in Atoti 6.1.11
Datastore Helper 3.4.0-AS6.1
Java JDK21
Sign-Off API 4.2.0
UI Components 5.2.11
What-If 4.0.3-AS6.1

6.0.2

2025-06-25

Follow this link to download the zipped distribution files for:

  • UI source code
  • UI build
  • Source files to build the module
  • Sample bookmarks
  • Offline documentation that can be served by the module
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.1.9 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

Added

Issue Key Details
FRTB-2956 Book and legal entity levels are now configurable.

Changed

Issue Key Details
FRTB-3506 Upgraded to Atoti Server 6.1.9
FRTB-3525 Upgraded Data Connectors and Common Library to the latest versions.

Known issues

Issue Key Details
FRTB-3403 The file upload widget throws an error when a user attempts to upload files from a nested structure.
FRTB-3461 SA SBM and DRC queries are creating a lot of OpenTelemetry spans when using a non-root parameter set. If you are not recording these spans, these queries may be noticeably slower. If you are recording these spans, you may see a significant performance impact.

note

In this release, it is now possible to configure a different root parameter set.

FRTB-3535 GrossJTD for DRC Sec CTP incorrectly tries to use the Notional or LGD for DRC Sec CTP Risk Class. Instead the GrossJTD should instead use the market value (PV) for the DRC Sec CTP risk class.

Dependencies

Component Version
Adjustments Services API 4.1.0
Atoti Server 6.1.9
Atoti UI 5.2.x
Common Library 2.1.7-AP6.1
Data Connectors 5.0.7
Datastore Helper 3.4.0-AS6.1
Java JDK21
Sign-Off API 4.2.0
UI Components 5.2.9
What-If 4.0.2-AS6.1

6.0.1

2025-05-29

Download the distribution files here

The distribution files comprise the following zipped artifacts:

  • UI source code.
  • UI build that does not require an installation and can be directly deployed.
  • Source files that can be used to build the module.
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.1.7 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

  • Offline documentation that can be served by the module.

Changed

Issue Key Details
FRTB-3503 Added hooks to block merging risk-factor description updates during some data loads.
FRTB-3504 Upgraded to Data Connectors 5.0.4.

Known issues

Issue Key Details
FRTB-3403 The file upload widget throws an error when a user attempts to upload files from a nested structure.
FRTB-3461 SA SBM and DRC queries are creating a lot of OpenTelemetry spans when using a non-root parameter set. If you are not recording these spans, these queries may be noticeably slower. If you are recording these spans, you may see a significant performance impact.

note

In this release, it is now possible to configure a different root parameter set.

FRTB-3535 GrossJTD for DRC Sec CTP incorrectly tries to use the Notional or LGD for DRC Sec CTP Risk Class. Instead the GrossJTD should instead use the market value (PV) for the DRC Sec CTP risk class.

Dependency versions

Component Version
Adjustments Services API 4.1.0
Atoti Server 6.1.7
Atoti UI 5.2.x
Common Library 2.1.4-AP6.1
Data Connectors 5.0.4
Datastore Helper 3.4.0-AS6.1
Java JDK21
Sign-Off API 4.2.0
UI Components 5.2.8
What-If 4.0.2-AS6.1

6.0.0

2025-04-25

Download the distribution files here

The distribution files comprise the following zipped artifacts:

  • UI source code.
  • UI build that does not require an installation and can be directly deployed.
  • Source files that can be used to build the module.
  • Maven repository required to build the project and run the tests.

    note

    The Atoti Server 6.1.7 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

  • Offline documentation that can be served by the module.

Added

Issue Key Details
FRTB-2979 Added Inclusion hierarchy based on Trade Mapping store, including what-if and filtering.
FRTB-3010 Added Inclusion hierarchy to Trade Mapping Datastore and set the default to “Y”.
FRTB-3020 Added the lombok-maven-plugin to ensure the decompilation of the source code matches the Lombok annotated classes.
FRTB-3238 Added What-If for Inclusion.
FRTB-3239 Added support for creating simple what-if simulations through configuration.
FRTB-3315 Added translation risk currency field for FX delta sensitivities to allow FX translation risk to be calculated upstream.
FRTB-3348 Sum sensitivities with duplicate keys as they are loaded into the datastore.
FRTB-3421 Added support for using Aggregate Tables to improve startup time and database costs when using DirectQuery.

Changed

Issue Key Details
FRTB-2289 Allow alternative root parameter sets.
FRTB-3012 Improved support for CRIF files.
FRTB-3256 The Trades hierarchy is now a virtual hierarchy.
FRTB-3323 Deprecated sa.drc.no-maturity-floor-when-offsetting for removal.
FRTB-3330 The configuration files frtb-config.properties and measures-config.json are now part of the Spring Boot environment.

The text replacement template in these files now uses the pattern #{_name_} instead of ${_name_}.

FRTB-3361 Upgraded to Atoti Server 6.1.7
FRTB-3391 Changed default value of sa.drc.strict-long-short to true.
FRTB-3398 OpenTelemetryTracingConfig has been simplified to use OpenTelemetry’s GlobalOpenTelemetry. This exporter works natively with the OpenTelemetry Grafana Docker backend with no additional configuration required. The backend can be run using the docker command: docker run -p 3000:3000 -p 4317:4317 -p 4318:4318 --rm -ti grafana/otel-lgtm.
FRTB-3441 Upgraded Data Connectors to 5.0.1.
FRTB-3462 Migrated to use AdminUI’s embedded DoctorPivot. Please see the Relocation of DoctorPivot migration notes for more.
FRTB-3470 Moved ActivePivotBranchPermissionsManagerConfig from the frtb-activepivot module to the frtb-application module where you can modify it.

Removed

Issue Key Details
FRTB-2873 Removed unused activeviam.directquery.enableAutoVectorizer property.
FRTB-3089 Removed ActiveMonitor including the frtb-activemonitor module and dependencies from Atoti Server.

Fixed

Issue Key Details
FRTB-3332 Exception is no longer thrown when the stage folder is empty.
FRTB-3342 Fixed StressCalibrationCube not being properly disabled in a distributed environment.
FRTB-3349 Fixed “SBM Risk Charge (reference scenario) (netted)” measure to correctly use the netting set when determining the reference scenario.
FRTB-3367 Fixed currency when loading legacy RRAO tuples from Trade Attributes file.
FRTB-3406 Fixed adjustments failing on application restart.
Sign-Off REST service will no longer accept requests until the initial data load has completed.
FRTB-3470 Moved spring-boot-configuration-processor plugin to root pom, which fixes navigability of properties.

Known issues

Issue Key Details
FRTB-3403 The file upload widget throws an error when a user attempts to upload files from a nested structure.
FRTB-3461 SA SBM and DRC queries are creating a lot of OpenTelemetry spans when using a non-root parameter set. If you are not recording these spans, these queries may be noticeably slower. If you are recording these spans, you may see a significant performance impact.

note

In this release, it is now possible to configure a different root parameter set.

FRTB-3535 GrossJTD for DRC Sec CTP incorrectly tries to use the Notional or LGD for DRC Sec CTP Risk Class. Instead the GrossJTD should instead use the market value (PV) for the DRC Sec CTP risk class.

Dependency versions

Component Version
Adjustments Services API 4.1.0
Atoti Server 6.1.7
Atoti UI 5.2.x
Common Library 2.1.4-AP6.1
Data Connectors 5.0.1
Datastore Helper 3.4.0-AS6.1
Java JDK21
Sign-Off API 4.2.0
UI Components 5.2.7
What-If 4.0.2-AS6.1