Updates since 5.3 pre-releases

This page lists the changes since 5.3.0-M1 and 5.3.0-beta, and explains any changes required to migrate from these early releases to the stated version of :

migrate from 5.3.0-M1 to beta
migrate from 5.3.0-beta to 5.3.0

Changes since 5.3.0-beta

Summary

IRT Desk improvements: IRT Desk membership is now specified directly at the book level. Additionally, it is possible to dynamically change which books are members of the IRT Desk.
Reinstating the Categories hierarchy: The Categories hierarchy that was removed in 5.1.0 can be re-instated with the configuration property categories-hierarchy.enabled=true.

Added

Issue Key	Details
FRTB-3075	Reinstate the Categories hierarchy (requires property `categories-hierarchy.enabled=true`).
FRTB-3085	Add support for multiple membership groups for IRT Desk.

Changed

Issue Key	Details
FRTB-3075	Reinstate the Categories hierarchy (requires property `categories-hierarchy.enabled=true`).
FRTB-3085	Add support for multiple membership groups for IRT Desk.

Changed

Issue Key	Details
FRTB-2957	Added configuration option for drillthrough maximum rows.
FRTB-2995	Updated Admin UI to 5.1.8.
FRTB-2996	Updated Springdoc version to 2.5.0.
FRTB-3011	ProblemDetails responses are now used for all What-If endpoints.

Removed

Issue Key	Details
FRTB-3111	PeriodicActivePivotSchemaRebuilder has been disabled, and will be removed in a future release.

Fixed

Issue Key	Details
FRTB-2937	Fixed distribution workaround that was required for Curvature Risk Weights Map measures.
FRTB-3074	Fixed What-If Service not being available on query node.
FRTB-3093	Fixed FX Delta when translating from the base currency to the reporting currency with FXComplexTrade==N and Optionality=Y.
FRTB-3094	Fixed Curvature queries when the risk-factor is in the location and there is only a single risk-factor in the results.
FRTB-3110	Fixed an issue where currency from RRAO trade files was not being published to the SASensitivities store
FRTB-3117	Create TradeMapping tuples for summary RRAO.
FRTB-2398	Fixed sample data

Fixed issues introduced in 5.3.0-beta

None.

Migrate to 5.3.0

Upgrading from version 5.3.0, see 5.3 Release Notes. uses 6.0.14-sb3 and 5.1.x. For new features and fixes included in these releases, please see the documentation and Migration Notes, and the release notes for . For clients licensed to use ActiveMonitor, a skeleton module based on version 6.0.14-sb3 is included with the 5.3.0 release.

Breaking Changes

obligor_category field: input field is no longer being converted to canonical value within DefaultRiskChargeTuplePublisher. This logic has been moved to a column calculator which is enabled by default but will be disabled in future releases. To re-enable, set drc.bucket.cleaning to true.

Summary

See 5.3.0 Migration Notes for details on:

Reinstating the Categories hierarchy.
IRT Desk improvements.

Input file formats

Added

File	Details
IRTDeskGroups.csv	This file offers a way to provide multiple membership groups for IRT Desk. It is optional and to use it you must enable `irt-desk-groups.enabled`
Categories.csv	This file provides a mapping of nodes in the book hierarchy to categories. It is only used if the property `categories-hierarchy.enabled=true` is set.

Deprecated

File	Details
BookMapping.csv	This file can still be loaded, but has been replaced by DeskDescription.csv

Configuration files

Files Modified

application.yaml

New properties:

Property Name	Comment	Value
`categories-hierarchy.enabled`	Flag to enable the Categories hierarchy.	“false”

Updated properties:

Property Name	Comment
`starter.deployment.transport`	Now supports `none` for no messenger.

frtb-config.properties

New properties:

Property Name	Comment	Value
`ctx.drillthrough.maxrows`	Flag used to set the drillthrough maximum rows.	10000
`drc.bucket.cleaning`	Enable column calculator to use canonical names for DRC Non-Sec Buckets. For details, see breaking change to obligor_category field.	false
`irt-desk-groups.enabled`	Enable multiple membership groups for IRT Desk.	false

frtb-data-load.properties

New properties:

Property Name	Value	Comment
`irt-desk-groups.file-pattern`	`*/IRTDeskGroups.csv{,.gz}`	File pattern for IRT Desk Groups files
`categories.file-pattern`	`*/Categories.csv{,.gz}`	File pattern for Categories files

Datastores

Added stores

Store	Details
IRT Desk Groups	Added to support multiple membership groups for IRT Desk
CategoriesSource	Maps parent/child nodes to categories. Used to build the Categories store. Only used if the property `categories-hierarchy.enabled=true` is set.
Categories	Maps books to categories. Built from the CategoriesSource store. Only used if the property `categories-hierarchy.enabled=true` is set.

Cube schema

Added

Issue Key	Details
FRTB-2965	Add Query Cubes for the IMA and IMA-DRC Cubes. Measures that span multiple dates that were previously only available in the combined cube are now also available in the individual query nodes. See migration notes for complete list of measures.
FRTB-2975	Add measures to support EBA reporting. “Imported” measures used for the old EBA reporting have been deprecated.

Changed

Issue Key	Details
FRTB-2845	SpringBootApplication is now used for FRTBApplication and properties are now read from `application.properties` instead of `frtb.properties.`
FRTB-2977	Moved IRT_Desk field from the `DeskDescription` store to the `BookDescription` store to support book level IRT flag.
FRTB-2988	Configured cookie name to default as `FRTB_JSESSIONID` and accept configuration with `server.servlet.session.cookie.name` property. Fixed issues with websocket connections by setting partitioned attribute for cookies and disabling Spring requirement of explicitly saving a session.
FRTB-2993	Use ProblemDetails responses for rest responses in File Upload REST service in case of errors, and add GlobalExceptionHandler to handle exceptions being thrown by REST services.
UIACL-931	React-query is now handled as a peer dependency. See UI activation for more details.

Fixed

Issue Key	Details
FRTB-3023	There are intermittent errors in the FX translation risk calculations.
FRTB-3024	The IMA Multiplier category is now accessible through the Parameter Sets widget.
FRTB-3031	FX Delta sensitivities with the flag `FXComplexTrade=Y` are always filtered by the base currency, even if the base currency isn’t used. The workaround is to set `sa.fx.base-currency` equal to `sa.fx.reporting-currency` when not using the base currency.
FRTB-3037	When loading sensitivities one per row without supplying a risk-factor name, the tenor is missed from the generated risk-factor name. A potential workaround is to set `sbm.risk-factor.always-append-tenor=true`

Fixed issues introduced in 5.3.0-M1

Issue Key	Details
FRTB-2988	Configured cookie name to default as `FRTB_JSESSIONID` and accept configuration with `server.servlet.session.cookie.name` property. Fixed issues with websocket connections by setting partitioned attribute for cookies and disabling Spring requirement of explicitly saving a session.
FRTB-2999	Fixed Swagger endpoint.
FRTB-3057	Upgraded to Solutions Tools BOM 2.2-AS6.0 to fix bug in Dr Pivot leading to a failure to retrieve the measures in the application cubes.
FRTB-3061	Fixed Spring boot executable jar in case where path name contains spaces

Migrate to 5.3.0-BETA

Upgrading from version 5.3.0-M1, see 5.3-BETA Release Notes. uses 6.0.12-sb3 and 5.1.x. For new features and fixes included in these releases, please see the documentation and Migration Notes, and the release notes for . For clients licensed to use ActiveMonitor, a skeleton module based on version 6.0.12-sb3 is included with the 5.3.0-BETA release.

Breaking Changes

IRT_Desk field: Moved from the DeskDescription store to the BookDescription store. This change is also reflected in DirectQuery Tables.
The BookDescription store was previously named BookDeskMapping. Backwards compatibility with old input files is maintained, though the use of the IRT_Desk field in DeskDescription files has been deprecated.

Summary

See 5.3.0 Migration Notes for details on:

EBA Reporting : Additional measures have been included to support new EBA reporting templates.
- The “Imported” measures used for the old reporting templates have been deprecated.
UI Activation : An import of react-query is required when using {serverName}-sdk. See UI activation for more details.
DirectQuery IMA Support: Added support for using the IMA-ES cube (InternalModelApproachCube) with DirectQuery.
Configuration Property Naming Convention: Configuration properties inside application.yaml have been updated from camelCase to kebab-case. This change is to align with the Spring Boot naming convention. Both naming conventions are interchangeable/compatible with each other.
IMA and IMA-DRC query cubes: The IMA and IMA-DRC query cubes have been added to the InternalModelApproachCube and InternalModelApproachDrcCube respectively. These cubes are used to query the IMA and IMA-DRC data across data nodes. A complete list of measures can be found here.

Input file formats

Added

File	Details
BookDescription.csv	This file replaces `BookDeskMapping.csv` and provides a description of the books. It includes the `IRT_DESK` field which replaces the field of the same name removed from the DeskDescription file. The old input file `BookDeskMapping.csv` is deprecated but can still be loaded.

Modified

Modification	File	Field	Optional	Description
Removed	DeskDescription.csv	IRT_DESK	Y	This field has been deprecated to use this field to overwrite the ones provided in the BookDescription files you must enable `irt.desk.use-desk-description`

Deprecated

File	Details
LegalEntityImports.csv	Imported measures are deprecated and only provided for backwards compatibility with older EBA reporting templates.
BookMapping.csv	This file can still be loaded, but has been replaced by DeskDescription.csv

Configuration files

Files Modified

application.yaml

New properties:

Property Name	Comment	Value
`server.servlet.session.cookie.name`	Customize cookie name	“FRTB_JSESSIONID”
`server.servlet.session.cookie.secure`	Whether to always mark the cookie as secure	“true”
`server.servlet.session.cookie.http-only`	Whether to use “HttpOnly” attribute for the cookie	“true”
`server.servlet.session.cookie.same-site`	SameSite setting for the cookie	“none”
`directquery.database.databricks`.*	DirectQuery settings for Databricks database

Deleted properties:

Property Name	Comment
`directquery.wait-for-data-load` / `directquery.waitForDataLoad`	Replaced by `starter.deployment.type=direct-query`

frtb-config.properties

New properties:

Property Name	Comment	Value
`irt.desk.use-desk-description`	Flag to use deprecated IRT_Flag field from DeskDescription input files to override the values provided by BookDescription input files	false

frtb-data-load.properties

Updated properties:

Property Name	Comment	New Value	Old Value
`book-description-file-pattern`	Renamed from `book-desk-mapping.file-pattern`	`*/{BookDeskMapping,BookDescription}.csv{,.gz}`	`*/BookDeskMapping.csv{,.gz}`

Datastores

Added tables

Table	Details
BOOK_DESCRIPTION	Replaces BookDeskMapping table.

Deprecated

Store	Details
LegalEntityImports	Imported measures are deprecated and only provided for backwards compatibility with older EBA reporting templates.

DirectQuery

Added

Added	Details
IMA ES Support	DirectQuery can now be used with the `InternalModelApproachCube` cube. The IMA ES calculations can now be performed against data sourced from a remote database when using DirectQuery.
Cube Conditional Annotations	Conditional expression annotations to create beans depending on whether different cubes are enabled/disabled.
Dates Filter	Added configurations to filter the dates the DirectQuery node has access to from the remote database.
`DirectQueryCachedTablesConfig`	Configures which tables to cache in-memory, sourced from a DirectQuery remote database table.
`DirectQueryDictionarizedFieldsConfig`	Configures which DirectQuery table fields should be dictionarized.

Changed

Change	Details
`InitialDataDirectQueryConfig` replaced with `DirectQueryDatesFilterConfig`	Filtering dates has been modified to use standalone properties. Additionally customizations of the `DirectQueryDatesFilterConfig` beans have been simplified.
Defining tables to cache locally	How the tables to cache locally are defined has changed. Customizing the tables that are cached locally has been simplified.
Reference database data is now GZipped.	The reference data that is provided within `frtb-directquery/src/test/resources/databases/xxx/input_data/` is now GZipped. This reduces the size of the deliverables.

Removed

Class	Details
`ADirectQueryDatabaseSchema`	Configuration has been removed and replaced with `DirectQueryCachedTablesConfig` and `DirectQueryDictionarizedFieldsConfig`.

Databases

Added tables

Table	Details
BookDeskMapping	Renamed as BOOK_DESCRIPTION

Deprecated

Table	Details
LegalEntityImports	Imported measures are deprecated and only provided for backwards compatibility with older EBA reporting templates.

Cube schema

No changes.

Measures

Added

Cube	Measure	Details
SA	risk-class risk-measure Risk Position scenario (reported)	The “Reported” variation of the SBM Risk Position measures have been added for the new EBA reporting requirements.
SA	drc-risk-class Net JTD direction (reported)	The “Reported” variation of the DRC Net JTD measures have been added for the new EBA reporting requirements.
SA	drc-risk-class WtS Ratio (reported)	The “Reported” variation of the DRC WtS Ratio measures have been added for the new EBA reporting requirements.

Moved

The following measures have been moved form the CombinedCube into the respective query cubes. By moving these measures into the query cube, we can now query across dates and data nodes without the measure needing to be defined in the CombinedCube. These measures will still exist in the CombinedCube and on all data-nodes.

Cube	Measure	Details
SA	base-measure Imported	Imported measures are and only provided for backwards compatibility with older EBA reporting templates. In a future version these measures will be hidden.

Context values

No changes.

​Changes since 5.3.0-beta

​Summary

​Added

​Changed

​Changed

​Removed

​Fixed

​Fixed issues introduced in 5.3.0-beta

​Migrate to 5.3.0

​Breaking Changes

​Summary

​Input file formats

​Added

​Deprecated

​Configuration files

​Files Modified

application.yaml

frtb-config.properties

frtb-data-load.properties

​Datastores

​Added stores

​Cube schema

​Added

​Changed

​Fixed

​Fixed issues introduced in 5.3.0-M1

​Migrate to 5.3.0-BETA

​Breaking Changes

​Summary

​Input file formats

​Added

​Modified

​Deprecated

​Configuration files

​Files Modified

application.yaml

frtb-config.properties

frtb-data-load.properties

​Datastores

​Added tables

​Deprecated

​DirectQuery

​Added

​Changed

​Removed

​Databases

​Added tables

​Deprecated

​Cube schema

​Measures

​Added

​Moved

​Context values

Changes since 5.3.0-beta

Summary

Added

Changed

Changed

Removed

Fixed

Fixed issues introduced in 5.3.0-beta

Migrate to 5.3.0

Breaking Changes

Summary

Input file formats

Added

Deprecated

Configuration files

Files Modified

Datastores

Added stores

Cube schema

Added

Changed

Fixed

Fixed issues introduced in 5.3.0-M1

Migrate to 5.3.0-BETA

Breaking Changes

Summary

Input file formats

Added

Modified

Deprecated

Configuration files

Files Modified

Datastores

Added tables

Deprecated

DirectQuery

Added

Changed

Removed

Databases

Added tables

Deprecated

Cube schema

Measures

Added

Moved

Context values