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For a brief overview of the changes, see the Release notes.
For information on upgrading from previous versions, see the Atoti FRTB Migration Guide.

6.0.8

2026-03-04

Added

  • FRTB-3695: Added per-cube unload topic aliases (UnloadSA, UnloadIMA, UnloadIMADRC, UnloadPL, UnloadStressCalibration, UnloadCommon, UnloadParameters, UnloadAllData) for selective data unloading via DLC. See Unload Topic Aliases for details.

Changed

  • FRTB-3670: The Risk Weight measure for DRC non-sec now displays the appropriate risk weight based on the Zero Risk Weight flag, matching the values used in calculations.
  • FRTB-3690: Fixed Residual Risk Add On Pro-Rata and Default Risk Charge Pro-Rata measures to display correct values along the Correlation Scenario hierarchy.
  • FRTB-3693: Upgraded to Adjustment Services 4.1.3. Updated supported adjustments configuration to use the new InputTypedFieldDTO builder API, adding user-facing labels (“Scaling factor”, “Add-on value”, “Override value”) and enabling inline input for scaling and add-on adjustment types across all SA sensitivity (delta, vega, curvature up/down, DRC) and IMA trade adjustments.
  • FRTB-4784: Upgraded OpenTelemetry SDK from 1.49.0 to 1.56.0 and instrumentation from 1.33.0-alpha to 2.22.0. OpenTelemetry exporters are now disabled by default for reduced log verbosity. Added service.version resource attribute via Maven filtering.
  • FRTB-4797: Updated High Risk Charge Pro-Rata, Medium Risk Charge Pro-Rata, and Low Risk Charge Pro-Rata measures to display correct values along the Correlation Scenario hierarchy and allow propagation above reference level.
  • FRTB-4798: Bumped third-party dependencies: JUnit 5.14.3, Logback 1.5.32, Springdoc 2.8.15, Lombok 1.18.42.
  • FRTB-4800: Upgraded to Atoti Server 6.1.17, Common Library 2.1.14-AS6.1, What-If 4.1.6-AS6.1, and Sign-Off API 4.2.1.
  • FRTB-4809: Refactored distributed messaging to use the platform IMessageHandlerRegistrar pattern. BusinessDayCalendarMessage handler logic extracted to new BusinessDayCalendarMessageHandler class, registered via FrtbCoreMessageHandlerRegistrar using @AtotiExtendedPluginValue.
  • GENACL-1418: Deprecated the fx-rates.leaf-levels property. Extra leaf levels for FX rate post-processors are now registered automatically. Removed the unused property from frtb-config.properties and simplified the FX post-processor configuration in ReportedValuesConfig.
  • GENALC-1425: Replaced AtotiAuthToken with SharedSecretAuthToken in JGroups protocol configuration files.

Fixed

  • FRTB-4782: Fixed a load sequence dependency where DeskDescription could load concurrently with BookDescription, causing the IRT Desk update to fail intermittently. BookDescription and BookDescriptionHistorical now load in the first pass, and DeskDescription loads in the second pass.
  • FRTB-4785: Fixed context values not being applied to SA, IMA DRC, PL, and Stress Calibration query cubes in distributed deployments. Query cubes now correctly use the same context value beans as their corresponding data cubes.

6.0.7

2026-01-22

Added

Fixed

  • FRTB-3536: Fixed RRAO bookmarks to use the RRAO Notional measure instead of the Notional measure.
  • FRTB-3595: Added missing filter for the RRAO Notional measure on the RRAO flag.
  • FRTB-3641: SBM Risk Charge measure can be displayed at Underlying level for curvature.
  • FRTB-4781 Fix null pointer exception when querying Curvature Risk Charge measures with Risk Factors on the rows.

Changed

  • FRTB-3681: Upgraded to Atoti Server 6.1.15.
  • FRTB-4780: Upgraded to Common Library 2.1.13-AS6.1.

6.0.6

2025-12-04

Added

  • FRTB-3662: Add option to propagate SBM Risk Charge/Portfolio Risk Charge/SA Pro-Rata measures above reference level.
  • UIACL-1258: Bulk branch and simulation deletion in the What-If Manager.

Changed

  • FRTB-3664: Upgraded to Atoti Server 6.1.14.

Fixed

  • FRTB-3663: Fix Portfolio Risk Charge/SA Pro-Rata measures not displaying correct numbers along the Correlation Scenario hierarchy.
  • FRTB-3667: Fix file upload issues when using multiple topics to upload multiple files.
  • FRTB-3668: Upgraded to Atoti What-If 4.1.5-AS6.1. Fix issues when uploading a file that exists on just a subset of data nodes in a distributed system. Fix permissions of admins on other users' branches.
  • FRTB-3669: Add missing ZRW flag on the Risk Factor name in RiskFactorDescription store to allow two DRC non-Sec trades of same Obligor, Seniority and Maturity of different Zero Risk Weight.
  • FRTB-3671: Hide Portfolio Risk Charge measure for the Reference member of the Correlation Scenario hierarchy when above the ReferenceLevel
  • FRTB-3675: Fixed issue on Windows machines where nested files were matched using the incorrect file separator.

6.0.5

2025-10-30

Added

  • FRTB-3629: The UI extension supports connecting to several FRTB servers.

Changed

  • FRTB-3524: Support crypto assets Group 2a (MVP)
  • FRTB-3606: Users can now control the SBM correlations scenario (low/med/high).
  • FRTB-3624: Upgraded to Atoti Server 6.1.12
  • FRTB-3646: Upgraded to Atoti What-If 4.1.3-AS6.1.
  • FRTB-3648: Upgraded to Common Library 2.1.10-AS6.1.
  • UIACL-1253: Upgraded to UI Components 5.2.13 bringing What-If Manager improvements.

6.0.4

2025-10-02

Changed

  • FRTB-3623: Updated to Atoti What-If 4.1.1-AS6.1.

6.0.3

2025-08-25

Added

  • 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

  • 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

  • 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.
  • FRTB-3612: Fixed issue where simulations would not appear in what if manager for a distributed environment.

6.0.2

2025-06-26

Added

  • FRTB-2956: Book and legal entity levels are now configurable.

Changed

  • FRTB-3506: Upgraded to Atoti Server 6.1.9
  • FRTB-3525: Upgraded Data Connectors and Common Library to the latest versions.

6.0.1

2025-05-29

Changed

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

6.0.0

2025-04-25

Added

  • 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

  • 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

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

Fixed

  • 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.