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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.

6.0.6

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.