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Common dimensions are shared across all Atoti Enterprise Risk Suite solutions. Each solution builds its own cube on top of these shared dimensions, which provide a consistent analytical structure for trade, counterparty, book, and simulation data. Understanding these dimensions is a prerequisite before reading the dimensions reference for any specific solution. Dimensions fall into three categories:
  • Common dimensions are present in every solution cube.
  • Common (simulation) dimensions drive cube members that are computed at query time, not stored as data.
  • Common (optional) dimensions are provided by the common layer as reusable building blocks. Each solution decides whether to include them and whether to expose a feature flag for toggling them.
Optional dimensions are marked with an asterisk (*).

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Dimension reference

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Simulation dimensions

Simulation dimensions drive cube members that are not stored as data but are computed on the fly. All solution cubes include the following simulation dimensions. Display Currency provides a set of predefined currencies. Selecting a member converts all monetary values to that currency using the loaded FX rates. Confidence Levels defines the quantile percentages at which measures such as VaR and ES are computed. The active confidence level member is read at query time by risk measures that depend on it. Scenarios expands the aggregated P&L vector into individual rows, one per scenario. This allows drill-through to individual scenario P&L values.

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Optional dimensions

The common layer provides the following dimensions as reusable building blocks. Each solution decides independently whether to include them and, if so, whether to expose a feature flag that lets users enable or disable them. The documentation for each solution provides details. The Book dimension represents an internal book hierarchy. Its depth is configurable. The default depth is four levels.
The Organization dimension represents an internal reporting hierarchy. Its depth is configurable. The default depth is four levels.
The Counterparty dimension groups trades by their external counterparty. Each counterparty attribute is its own single-level hierarchy, supporting regulatory and risk reporting use cases:
Counterparties that own one another are additionally arranged into a Counterparty Structure hierarchy, built from each counterparty’s parent. Its depth is configurable. Its members are the counterparty identifiers. Where those identifiers are not meaningful to read, such as opaque keys, the hierarchy can display counterparty names instead, through structure-display. That setting changes the caption alone: the members keep their identifiers, so saved coordinates survive it being switched either way.