As a result of improvements to the market data chain, the Sensitivity Name and Risk Class levels now need to be added to the views to display Market Data measures.
This release introduces a refined Market Data API, featuring enhancements that streamline the underlying data model for improved customization efficiency. This update significantly reduces the code needed to handle market data, improving overall development efficiency and implementation ease.
DirectQuery support for connecting to a Databricks database has been added. Read more about DirectQuery and how to connect to a Databricks Database.
New engine
Atoti Market Risk 5.4.0 is powered by the latest version of Atoti Server and Spring. The result is a faster, safer application, which you can customize using the most modern stack available.
New adjustments in the VaR cube
You can now apply PnL vector adjustments for individual scenarios in the VaR cube. To request an adjustment, follow the usual sign-off process on the VaR cube and build a pivot table to display the PnL vector expanded by Scenario.