What's new?

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

For bug fixes and developer-facing changes, see our Release Notes.



  • Bug fixes and performance improvements.
  • Upgraded to Atoti Server 6.0.11.



ISDA SIMM 2.6 parameter set: Atoti ISDA-SIMM now uses the newly published SIMM 2.6 regulation as default, allowing you to calculate the initial margin based on the most current market conditions and risk profiles.



ISDA SIMM 2.5A parameter set: The 2.5A parameter set has been added to the reference data and is the default parameter set. If you have been using an internal set of parameters for 2.5A, you can now switch to the one delivered out of the box.



  • ISDA SIMM 2.5: The newly published SIMM 2.5 regulation is used as default. The new calibration file and updated ISDA SIMM tests are up to date.
  • Parameter lookup collision issue: Parameter lookup collision issue has been fixed.



  • Improvements have been made to the Accelerator-sdk. For more information, see the Migration notes



  • ISDA 2.4 Regulation Updates
  • Integrated APM to assist with performance monitoring
  • ActiveMonitor has been added
  • The Branch Manager and WhatIf Manager screens have been combined into a single WhatIf Manager Widget. This widget shows all created branches with the audit details and the ability to show differences against the master branch. Users will also be able to delete branches from this screen. Please note: the merge functionality has been removed.

New features

ISDA 2.4 Regulation Updates

  • calibration-support.tsv has been updated with the 2.4 parameters.
  • parameter-sets.tsv has been updated with the 2.4 parameters.
  • The AsOfDate field has been added to calibrations-1d-2.4.tsv and calibrations-10d-2.4.tsv.
  • LookupUtil.java now uses currencyFXGroupLookUp method to look up high volatility currency group as a list, instead of a string from Info_FX_CurrencyList in the calibrations-1d-2.4.tsv and calibrations-10d-2.4.tsv files.
  • Support has been added for the SEC-unseg regulation.


  • The Sensitivity Upload what-if has been renamed to File Upload
    • As a part of this change, we allow you to submit what-ifs for the FXRates topic through this widget
  • The ISDA Tests have moved to their own module, where you can run your own development server to analyze the data


  • New What-ifs have been added:
    • Additional Margin what-if, which allows you to modify your addon trade information
    • Trade novation what-if, which allows you to move trades from one portfolio to another
  • You can now perform a trade scale what-if on any date loaded in the accelerator
  • ISDA SIMM 2.3 parameters have been added
  • ISDA Tests for v2.3 have been added, and an updated ISDA test suite has been added
  • Overriding of different vertices for a child parameter set is now supported
  • VectorExpand.java now provides two methods that can be overridden - getSensitivityForInflationOrXCcyBasis and getSensitivityForBaseCorr - allowing for customization of vertecies for sensitivities, such as inflation and cross-currency
  • An error is now logged if an input line is provided from a crif input without a qualifier
  • LookupUtil.keysHashCode is now private
  • Concentration thresholds are now represented in the amount currency


  • Buckets are now sorted in a more user-friendly manner
  • It is now easier to customize stores and the CrifTuplePublisher
  • We now properly handle both post and collect regulations


  • Exceptions are no longer thrown by the SIMM measure when you add dimensions below the portfolio-level to your query.
  • The SIMM, Additional Margin, and Total IM measures no longer return any value at the regualtory bucket level, and the new measure K_generic returns the margin for the buckets.
  • We have optimized some of our calculations, so the SIMM and Total IM measures are calulated faster.
  • Risk_Generic now allows you to expand by label and risk type.
  • AmountCurrency is now a level for the SIMM Cube.
  • Multi-regulation trades can now have input provided via multiple lines in the CRIF file.
  • A new property, default.multiple.regulation.separator has been added, for when multi-regulation trades use a delimiter other than ‘;’ to denote the regulations applicable.
  • Schedule calculations are only applied to regulations in a trade that are marked as schedule, and SIMM is no longer calculated for these entries.
  • Calls to load data in the accelerator will now respond with the status of the load, either SUCCESS or FAILED
  • You can now create custom analysis actions and save them within a bookmark or your UI session.




The main user-facing features included:

  • The release included SIMM aggregation for Credit Qualified / Credit Non Qualified Risk Classes
  • ISDA Test Cases for Equity, Commodity, FX
  • ISDA Test Cases for Credit Qualified / Credit Non Qualified
  • Product Classes



New features

  • SIMM Interest Rate calculations account for the ProductClass dimension and pass the ISDA Unit tests.
  • Equity/Commodity/FX Risk class sensitivity level margin
  • Corresponding ETL
  • 10D calculation Support



This is the initial release of the SIMM Accelerator.

New features

  • SIMM Interest Rate calculations complete (post mode)- shown through RatesFX product class and SIMM top-level calculation
  • ETL for IR
  • Parameter Sets support. Follow this link to read more: Parameter Sets
  • JDK 8 Only
  • Cube Design
  • ETL Design
  • All calculations are based on the Amount USD - single currency setup