Supported sign-off adjustments in MRA

This page details the adjustment types available in the Market Risk Accelerator, together with details of the execution workflow.

Adjustment types

The Market Risk Accelerator currently supports single trade add-ons for the Sensitivity and PnL data, when the application is started using the enable-signoff profile.

Execution details

Functional workflow

Executing an adjustment follows a set of mandatory and optional steps:

Step Optionality Details
Retrieve supported adjustments from the appropriate REST endpoint OPTIONAL The adjustment requests need to conform to the specification returned by the supported adjustments service, but once the requests are created, this step isn’t necessary.
Initiate the sign-off task MANDATORY Task initiation creates a snapshot of the data. Adjustments will fail if this snapshot hasn’t been created.
Request adjustment. MANDATORY Adjustment requests will be executed asynchronously on the sign-off snapshot. There is no limit to the number of adjustments that can be requested for a snapshot.
Approve the sign-off task MANDATORY Task approval merges all adjustments of a given task to the master branch. There is currently no conflict resolution mechanism, therefore task initiation/adjustment/approval processes cannot overlap. If a conflict is detected (in the case of the master branch receiving updates), the approval will fail.
Retrieve the status of an adjustment execution OPTIONAL As adjustments are executed asynchronously, a service is provided for retrieving the status of a given adjustment execution. Any errors in the execution of an adjustment will result in a FAILED status being returned by the status service.