How does it fit into the Atoti ecosystem?
The Atoti Enterprise Risk Suite sits within the Atoti ecosystem, which is organized in layers:- Data sources: the raw financial inputs, which are trades and positions, risk analytics, counterparty and reference data, market data, and cash flow and collateral data.
- Atoti Engine: the core platform delivering real-time understanding, trusted semantic context, and high-performance analytics.
- Common layer and shared libraries: Common supplies the shared tables, dimensions, measures, and configuration that every solution uses. Netting Set Analytics supplies exposure and collateral analytics to Counterparty Credit Risk (Enterprise Risk). Market Data supplies market data retrieval and interpolation to Market Risk (Enterprise Risk).
- Solutions and cubes: Market Risk (Enterprise Risk) provides the VaR cube, Counterparty Credit Risk (Enterprise Risk) provides the PFE cube and the Ratings cube.
What solutions are available?
The following solutions are currently available in the Atoti Enterprise Risk Suite:- Market Risk (Enterprise Risk): Value-at-Risk and Expected Shortfall analytics using historical simulation, in the VaR cube.
- Counterparty Credit Risk (Enterprise Risk): counterparty exposure analytics in the PFE cube, and counterparty scorecard ratings in the Ratings cube.
- Netting Set Analytics: shared counterparty-exposure engine that turns Mark-to-Future vectors into netted and collateralized exposure metrics, used by Counterparty Credit Risk.
- Atoti Configuration API: the fluent Java configuration layer used to define databases, cubes, and data loading for every Atoti solution.
What does the common layer provide?
The common layer covers the following areas: Shared database tables Standard financial entity tables for trades, counterparties, organizations, books, and instruments. Each solution reads from these tables without owning them. Common dimensions Pre-built dimensions used across multiple solutions, including AsOfDate, Trade Attributes, Display Currency, Confidence Levels, Scenarios, Organization, Counterparty, and Book. Common configuration properties Shared configuration for currencies, confidence levels, scenarios, and feature flags. Data loading infrastructure A single shared data-load properties contract configures CSV loading through the data-loading API. Every solution ships its default channels and topics. A customer application can override them with its ownIDataLoadConfigurer bean. The suite also provides an initial load on startup and a runtime REST API for individual as-of dates. The shared properties select a local filesystem or a cloud (AWS S3, Azure, GCP) source. See Data loading for details.