Atoti Server version: Upgraded to Atoti Server 6.0.13
Bug fixes : This release fixes some known issues.
5.2.0
Summary
US FRB Jurisdictions: Added support for NPR from US FRB, including new US-NPR parameter set and reconciliation with a beta version of the ISDA unit tests. See US FRB support
Stress Calibration P&L Vector : The P&L vector for the stress calibration calculations has been replaced with a PV vector and a base PV value.
SA Summary Data: SA summary files can now be loaded into the SA cube. These files can be created by exporting data from the SA cube.
Upgraded CRIF file format: Upgraded CRIF file format to ISDA FRTB-SA version 1.6.
Added support for DRC Sec non-CTP Variant 2 in CRIF file format
Database Schema: Removed unnecessary tables from the DirectQuery database schema.
New features
SA Summary Data
New file formats have been added to load SA data at the summary level, instead of just at the trade level.
The new formats are the same as the existing ones, except the “trade id” has been replaced with “book” and “legal entity”.
DEE export templates have been added so that data loaded at the trade level can be exported at the summary level, ready for reloading.