> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Supported sign-off adjustments in FRTB

export const productName = "Atoti FRTB";

This page details the adjustment types available in {productName}, together with details of the execution workflow.

## Adjustment types

Multiple adjustment types are available out of the box in {productName}.

| Cube                      | Metric                                                                                                                                                                  | Adjustment type | Description                                                                                                   | Input value type | Base value type |
| ------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------- | --------------- | ------------------------------------------------------------------------------------------------------------- | ---------------- | --------------- |
| StandardisedApproachCube  | Default Risk Charge                                                                                                                                                     | Add-one         | Add-on value. Results in a single new row per adjustment.                                                     | Scalar value     | Scalar          |
| StandardisedApproachCube  | Default Risk Charge                                                                                                                                                     | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Scalar value     | Scalar          |
| StandardisedApproachCube  | Default Risk Charge                                                                                                                                                     | Override        | Override of the base value. Results in two rows, for the inversion of the base value and the new value.       | Scalar value     | Scalar          |
| StandardisedApproachCube  | Equity Delta Sensitivities, FX Delta Sensitivities                                                                                                                      | Add-one         | Add-on value. Results in a single new row per adjustment.                                                     | Scalar value     | Vector          |
| StandardisedApproachCube  | Equity Delta Sensitivities, FX Delta Sensitivities                                                                                                                      | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Scalar value     | Vector          |
| StandardisedApproachCube  | Equity Delta Sensitivities, FX Delta Sensitivities                                                                                                                      | Override        | Override of the base value. Results in two rows, for the inversion of the base value and the new value.       | Scalar value     | Vector          |
| StandardisedApproachCube  | Commodity Delta Sensitivities, CSR non-Sec Delta Sensitivities, CSR Sec CTP Delta Sensitivities, GIRR Delta Sensitivities                                               | Add-one         | Add-on value. Results in a single new row per adjustment.                                                     | Scalar value     | Vector          |
| StandardisedApproachCube  | Commodity Delta Sensitivities, CSR non-Sec Delta Sensitivities, CSR Sec CTP Delta Sensitivities, GIRR Delta Sensitivities                                               | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Scalar value     | Vector          |
| StandardisedApproachCube  | Commodity Delta Sensitivities, CSR non-Sec Delta Sensitivities, CSR Sec CTP Delta Sensitivities, GIRR Delta Sensitivities                                               | Override        | Override of the base value. Results in two rows, for the inversion of the base value and the new value.       | Scalar value     | Vector          |
| StandardisedApproachCube  | CSR non-Sec Curvature CVR Up, Commodity Curvature CVR Up, CSR Sec CTP Curvature CVR Up, Equity Curvature CVR Up, FX Curvature CVR Up, GIRR Curvature CVR Up             | Add-one         | Add-on value. Results in a single new row per adjustment.                                                     | Scalar value     | Vector          |
| StandardisedApproachCube  | CSR non-Sec Curvature CVR Up, Commodity Curvature CVR Up, CSR Sec CTP Curvature CVR Up, Equity Curvature CVR Up, FX Curvature CVR Up, GIRR Curvature CVR Up             | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Scalar value     | Vector          |
| StandardisedApproachCube  | CSR non-Sec Curvature CVR Up, Commodity Curvature CVR Up, CSR Sec CTP Curvature CVR Up, Equity Curvature CVR Up, FX Curvature CVR Up, GIRR Curvature CVR Up             | Override        | Override of the base value. Results in two rows, for the inversion of the base value and the new value.       | Scalar value     | Vector          |
| StandardisedApproachCube  | CSR non-Sec Curvature CVR Down, Commodity Curvature CVR Down, CSR Sec CTP Curvature CVR Down, Equity Curvature CVR Down, FX Curvature CVR Down, GIRR Curvature CVR Down | Add-one         | Add-on value. Results in a single new row per adjustment.                                                     | Scalar value     | Vector          |
| StandardisedApproachCube  | CSR non-Sec Curvature CVR Down, Commodity Curvature CVR Down, CSR Sec CTP Curvature CVR Down, Equity Curvature CVR Down, FX Curvature CVR Down, GIRR Curvature CVR Down | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Scalar value     | Vector          |
| StandardisedApproachCube  | CSR non-Sec Curvature CVR Down, Commodity Curvature CVR Down, CSR Sec CTP Curvature CVR Down, Equity Curvature CVR Down, FX Curvature CVR Down, GIRR Curvature CVR Down | Override        | Override of the base value. Results in two rows, for the inversion of the base value and the new value.       | Scalar value     | Vector          |
| StandardisedApproachCube  | Commodity Vega Sensitivities, CSR non-Sec Vega Sensitivities, CSR Sec CTP Vega Sensitivities, GIRR Vega Sensitivities, Equity Vega Sensitivities, FX Vega Sensitivities | Add-one         | Add-on value. Results in a single new row per adjustment.                                                     | Scalar value     | Vector          |
| StandardisedApproachCube  | Commodity Vega Sensitivities, CSR non-Sec Vega Sensitivities, CSR Sec CTP Vega Sensitivities, GIRR Vega Sensitivities, Equity Vega Sensitivities, FX Vega Sensitivities | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Scalar value     | Vector          |
| StandardisedApproachCube  | Commodity Vega Sensitivities, CSR non-Sec Vega Sensitivities, CSR Sec CTP Vega Sensitivities, GIRR Vega Sensitivities, Equity Vega Sensitivities, FX Vega Sensitivities | Override        | Override of the base value. Results in two rows, for the inversion of the base value and the new value.       | Scalar value     | Vector          |
| InternalModelApproachCube | IMCC                                                                                                                                                                    | Scaling         | Scaling of the base value. Results in two rows, for the inversion of the base value and the scaled new value. | Date             | Vector          |

## Execution details

### Functional workflow

Executing an adjustment should conform to the following steps:

| Step                                                              | Details                                                                                                                                                                                                                                          |
| ----------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
| Retrieve supported adjustments from the appropriate REST endpoint | The adjustment requests need to conform to the specification returned by the supported adjustments service, but once the requests are created, this step isn’t necessary.                                                                        |
| Initiate the sign-off task                                        | The status of of the sign-off process for the filters defined in the association sign-off task is set to ‘INITIATED’.                                                                                                                            |
| Request adjustment.                                               | Adjustment requests will be executed asynchronously on the sign-off snapshot. There is no limit to the number of adjustments that can be requested for a snapshot.                                                                               |
| Approve the sign-off task                                         | The status of of the sign-off process for the filters defined in the association sign-off task is set to ‘APPROVED’.                                                                                                                             |
| Retrieve the status of an adjustment execution                    | As adjustments are executed asynchronously, a service is provided for retrieving the status of a given adjustment execution. Any errors in the execution of an adjustment will result in a `FAILED` status being returned by the status service. |
