☰
Navigation :

What's New

This page provides a brief overview of the user-facing new features and improvements in the latest version of Atoti Market Risk.

info

For developer-facing changes, see the Release notes.
For the list of issues covered in this release, see the Changelog.
For information on upgrading from previous versions, see the Atoti Market Risk Migration Notes.

6.0.4

Summary

This release contains improvements and bug fixes.

Improvements

Improvements

Migrate to DirectQuery Local Cache

Atoti Market Risk 6.0.0 included the preview for a DirectQuery cache that balanced fast Get-By-Key query performance with controllable memory consumption. This cache was integrated into Atoti Server 6.1.9 as a robust, fully supported feature. In Atoti Market Risk the preview cache has been removed and replaced with the Atoti Server version.

This cache is still enabled by setting the property mr.enable.preview.directquery-cache=true. With this setting enabled, all market data stores (specifically CubeMarketData, CurveMarketData, FxRateMarketData, SpotMarketData, SurfaceMarketData, and MarketShifts) are now cached when using DirectQuery. In previous versions, the MarketShifts store was not cached.

Fixed cube level adjustment issues

Previously, cube level adjustments made to the Instrument Type level were visible in Atoti Sign-Off but weren’t correctly reflected in Atoti Market Risk. Now, the adjustments are accurately displayed in both places. Additionally, adjusted values were incorrectly associated with the default LIVE version instead of the correct OLD version. This has also been corrected.

Improved stability and performance of distributed what-if simulations

The what-if simulation process has been updated to be significantly faster and more stable. The system now uses a single-phase commit mechanism, replacing the previous multiphase commit process. This change simplifies the simulation operation, which results in notable improvements in performance and cluster stability at the expense of some consistency checks.

6.0.3

Summary

This release contains improvements and bug fixes.

6.0.2

Summary

This release contains improvements and bug fixes.

6.0.1

Summary

This release contains improvements and bug fixes.

6.0.0

Summary

New features

Market data set changes

This release introduces a game-changer for market data management. Now, every base store features MarketDataSet as a dedicated field, ensuring each fact is specifically associated to a set. This empowers you to send multiple market data sets for the same sensitivity, Pnl Data, and VaR input data.

Market data chain changes

The market data API is now an external dependency called Atoti Market Data. Atoti Market risk leverages this module to ensure easy customization of market data measures used for PnL Explain. See the Atoti Market Data documentation for more details.

Configurable parent-child depth

When working with parent-child hierarchies, you now have the flexibility to configure the parent-child depth, allowing you to choose the depth that suits your needs, freeing you from fixed constraints.

Atoti Server and JDK upgrade

Atoti Market Risk has been upgraded to the latest version of Atoti Server, 6.1.5, requiring Java 21. Atoti Market Risk has also been upgraded from JDK 17 to JDK 21 to make the most of the latest features.

Data Connectors upgrade

Atoti Market Risk has been upgraded to the latest version of Data Connectors. This version is completely redesigned, featuring simpler configuration, enhanced data load requests, and more. See the dedicated Data Connectors documentation for details.