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What's New

This page provides a brief overview of the user-facing new features and improvements in the latest version of Atoti FRTB.

info

For the list of issues covered in this release, and known issues, see the Changelog.
For information on upgrading from previous versions, see the Atoti FRTB Migration Notes.

6.0.3

Summary

New features

Improvements

New features

Curvature CVR measure

A new Curvature CVR measure has been added. This measure is either the Curvature CVR Up or Curvature CVR Down measure depending on if the up or down scenario is used for the bucket.

HKMA and MAS jurisdictions

Added initial support for HKMA and MAS jurisdictions.

Cryptoassets Group 2b

Support for Cryptoassets Group 2b has been added.

Foreign zero risk-weight public sector exposures

For DRC non-Sec, when a foreign regulator allows a public sector exposure to have a risk-weight of zero, OSFI will allow the exposure to have a risk-weight of 0.5%. This is now supported in the Atoti FRTB module.

The implementation note for the zero risk-weight exposures has been updated to accommodate these non-zero risk-weights.

DirectQuery incremental refresh support

Added support to handle incremental refresh operations for DirectQuery data sources.

Improvements

Improved stability and performance of distributed what-if simulations

Improvements have been made to the performance and stability of distributed what-if simulations.

Improved load performance

Fixed a regression in the performance of data loading.

6.0.2

Summary

  • Upgraded to Data Connectors 5.0.7
  • Upgraded to Atoti Server 6.1.9
  • Upgraded to Common Library 2.1.7-AP6.1
  • The number of levels in the Book and LegalEntity hierarchies are now configurable.

6.0.1

Summary

  • Upgraded to Data Connectors 5.0.4

6.0.0

Summary

  • Ability to customize your native jurisdiction
  • Improved use of Spring boot for configuration and customization
  • Added trade filtering to support loading banking book and speculative trades, without them being automatically included in the capital calculations
  • Improved CRIF file format support
  • Upgraded to version 5.0 of Data Connectors, with improved configurability of the file formats and ETL.
  • Upgraded to Atoti Server 6.1.7 and Atoti UI 5.2.x
  • Added support for defining what-if simulations through configuration files.
  • Added support for loading FX translation risk for multiple reporting currencies.
  • Added support for DirectQuery aggregate tables, for improved startup time and reduced database computation costs.