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Migration notes from 5.2 pre-releases

This page explains the changes since 5.2.0-M1 and 5.2.0-BETA, plus any changes required to migrate from these early releases of Atoti FRTB.

Changes since 5.2.0-BETA

Issue Key	Details
FRTB-2905	Removed NRL currency from reference dataset (imaginary currency used in ISDA tests).
FRTB-2910	Upgraded to Atoti Server 6.0.9.
FRTB-2912	Split configuration files by jurisdiction.

Issue Key	Details
FRTB-2923	Fixed issue with combined parent child files (now deprecated) not triggering book hierarchy topic.
FRTB-2924	Fixed issue with risk weights being merged with duplicate curvature tuples.
FRTB-2929	Fixed issue with risk factors containing “%” character and corrected issue where tenor would not be added to non vectorized data if `sbm.risk-factor.always-append-tenor` was set to true.

None.

Upgrading from version 5.2.0-BETA, see Atoti FRTB 5.2 Release Notes.

Atoti FRTB uses Atoti Server 6.0.9 and Atoti UI 5.1.x. For new features and fixes included in these releases, please see the Atoti UI documentation and Atoti UI Migration Notes, and the release notes for Atoti Server.

For clients licensed to use ActiveMonitor, a skeleton module based on version 6.0.9 is included with the Atoti FRTB 5.2.0 release.

None.

Reference configuration data for non-BCBS Parameter sets have been separated into their own folders. Additionally, file names for separated data have suffixes denoting parameter set.

Issue Key	Details
FRTB-1864	Added RRAO input file and deprecated RRAO fields in the trade attributes file

Issue Key	Details
FRTB-2601	Changed Equity gamma correlation configuration
FRTB-2602	Changed CSR gamma correlation configuration
FRTB-2847	Changed variable names and references for the topic configs
FRTB-2889	Moved to Java 17
FRTB-2890	Upgraded to Spring Security 5.8.7
FRTB-2903	Upgraded to Atoti Server 6.0.8

Issue Key	Details
FRTB-2600	Removed technical “DRC Seniority Ranking” level
FRTB-2603	Removed technical “Category” hierarchies for SBM Equity and CSR

Issue Key	Details
FRTB-2901	Fixed autogenerated overrides

None.

Upgrading from version 5.2.0-M1, see Atoti FRTB 5.2 Release Notes.

For clients licensed to use ActiveMonitor, a skeleton module based on version 6.0.9 is included with the Atoti FRTB 5.2.0 release.

Java 17: Java 17 is now required to run Atoti FRTB and additional JVM options are needed.
“Category” Hierarchies removed: For SBM Equity and CSR, the technical “Category” hierarchies are no longer needed and have been removed.
“DRC Seniority Ranking” level removed: This technical level is no longer needed and has been removed.
Security Configuration Upgraded: The security configuration has been upgraded to Spring Security 5.8 and no longer uses deprecated classes.
CSR Correlation Configuration: The CSR gamma correlations are now fully defined by bucket pairs, instead of just the “sector” component.
Equity Correlation Configuration: The Equity gamma correlations are now defined by bucket pairs in a new file.
DirectQuery Database: The SASensitivities table is now used for the RRAO Notional, instead of the SATradeDescription table.