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. |