Atoti Market Risk

Calculators to compute common market risk metrics like VaR and Expected Shortfall.

Atoti Market Risk

Calculators to compute common market risk metrics like VaR and Expected Shortfall.

Available versions

Version Release notes General availability date End of support date
5.4 Jul 03, 2024 Jul 03, 2026
5.3 Nov 08, 2023 Nov 08, 2025
5.2 Jun 28, 2023 Jun 28, 2025
5.1 Jun 13, 2023 Jun 13, 2025
5.0 Apr 17, 2023 Apr 17, 2025
4.1 Dec 13, 2022 Dec 13, 2024
4.0 Sep 30, 2022 Sep 30, 2024
3.1 Aug 12, 2022 Aug 12, 2024
3.0 Feb 09, 2022 Feb 09, 2024
2.1 Aug 13, 2021 Aug 13, 2023
2.0 May 17, 2021 May 17, 2023
1.10 Jan 29, 2021 Jan 29, 2023
1.9 Nov 06, 2020 Nov 06, 2022
1.8.0 Jun 30, 2020 Jun 30, 2022
1.7 May 14, 2020 May 14, 2022
1.6 Jan 21, 2020 Jan 21, 2022

KEY:

Support ending within six months
No longer supported