FRTB
Advanced analytics capabilities for the FRTB Standardised Approach and Internal Models Approach.
BetaProduction latestAll versions
Market Risk
Calculators to compute common market risk metrics like VaR and Expected Shortfall.
BetaProduction latestAll versions
CVA Risk Capital
Aggregation engine for the calculation of CVA risk capital requirements according to the SA-CVA and BA-CVA approaches.
Production latest All versions
ISDA-SIMM
Computes initial margin according to the rules governing the ISDA SIMM Methodology.
Production latestAll versions
Adjustments Services API
API library for adjustments and what-if operations, providing interfaces, service implementations and DTOs.
Production latestAll versions
Limits
Allows you to set limits and configure real time alerting to breaches.
Production latestAll versions
Optimizer
Real-time monitoring and analysis of inventory, collateral requirements and costs, performing allocation limits, optimization algorithm for collateral allocation.
Production latestAll versions
Sign-Off
Approvals workflow framework providing a configurable sign-off process, dashboards to oversee the flows and process, and an audit trail where all workflow interactions are persisted.
Production latestAll versions
Sign-Off API
API library for Sign-off functionality, providing service interfaces and implementations.
Production latestAll versions
What-If
Allows you to make changes to data fed into the platform, create scenarios, and immediately see the results.
Production latestAll versions
Bookmark Tool
A utility for exporting and importing bookmarks to and from a directory structure.
Production latestAll versions
Data Connectors
A library that allows for scalable data loading and extraction from the ActivePivot cubes and datastores. It comprises the Data Load Controller and the Data Extraction Engine.
Production latestAll versions
Datastore Helper
The Datastore Helper is a library and API to customize the datastore outside of the standard datastore config class.
Production latestAll versions
DrPivot
Allows you to investigate the measures and PostProcessors employed within Accelerator projects.
Production latestAll versions
Python Data Load Controller
A Python-based version of the Data Load Controller.
Production latestAll versions
UI Components
Atoti UI plugins and other features shared by our Business Solutions and modules.
Production latestAll versions
FRTB-QIS Service
Subset of features from the FRTB Accelerator for preparing data and validating calculations for the FRTB Quantitative Impact Study (QIS) exercise.
Production latestAll versions