Migration notes 1.9.1

This page explains the changes required to migrate to the stated version of the Market Risk Accelerator.

Migrate to 1.9.1

Upgrading from version 1.9.0 See Market Risk Accelerator 1.9.0 Release Notes.

The Accelerator is using ActivePivot 5.8.14-jdk8 or ActivePivot 5.8.14-jdk11 and ActiveUI 4.3.7. For new features and fixes included in these releases, please see the ActiveUI documentation and ActiveUI Migration Notes, and the release notes for ActivePivot.

For clients licensed to use ActiveMonitor, a skeleton module based on version 5.8.14-jdk8 or 5.8.14-jdk11 is included with the MRA Accelerator 1.9.1 release.

Configuration files

Added

File	Modification	Details	Description
hibernate.properties	New property: hibernate.dbfile.create-on-reset	Value: true	Flag enabling the creation of a database if none exists
risk-config.properties	New property: sparse.vectors.density-threshold=0.2	Value: 0.2	Sparse vector compaction will append above this value
risk-config.properties	New property: sparse.vectors.enable.for.sensistores	Value: TradeSensitivities:Values, TradeSensitivities:FirstOrderLadder,TradeSensitivities:SecondOrderLadder	Stores for which sparse vector compression is enabled

Modified

File	Modification	Details	Description
risk-config.properties	Value of property: sparse.vectors.enable.for.sensistores was changed	Value: true	Flag enabling the creation of a database if none exists

Measures

Modified

Cube	Measure name
VaR-ES Cube	VaR DtD % Difference Limit Monitoring - A KPI goal was added
VaR-ES Cube	ES DtD % Difference Limit Monitoring - A KPI goal was added

Removed

Cube	Measure name
VaR-ES Cube	VaR 99 Limit Monitoring
VaR-ES Cube	ES 97.5 Limit Monitoring