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Market Risk (Enterprise Risk) is a prebuilt analytical solution in the Atoti Enterprise Risk Suite. It provides Value-at-Risk (VaR) and Expected Shortfall (ES) analytics on pre-computed scenario P&L vectors, and ships as Spring Boot libraries that integrate into any Atoti application.

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What cubes does it provide?

Market Risk (Enterprise Risk) provides one cube, the VaR cube. It computes VaR, ES, and their incremental contributions with a historical simulation approach. See VaR cube overview.

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Which starter is available?

var-cube-starter enables the VaR cube. See Setup and start for the coordinates.

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Where to go next