What-If analysis

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.

uses native Atoti What-If capabilities to deliver powerful simulation tools in the following areas:

• Desk reclassification (IMA/SA)
• Trade scaling
• Parameter set changes (including correlation and risk weight)
• Datastore changes

What-If is applicable at any level in the hierarchy and you can drill down and propagate the effect of the what-if simulation to the lower levels.

​

Types of What-If analysis

• Desk reclassification. See Switch Desk What-If Tool
• Scaling: adjust the trade data by a given percentage or an absolute amount. See FRTB Trade Scaling
• Parameter set changes. See Parameter Sets What-If Widget
• File upload: create or append a WhatIf scenario by uploading CSV files into the cube. See File Upload
• Simple datastore changes: modify data in the datastore. See Simple Datastore Changes

Check out our video tutorial on Trade Scaling and Desk Reclassification:

​

Branches

Each simulation you run creates a separate cloned branch of the master. However, as the What-If is purely for simulation purposes, these branches never impact the master branch.

​

WhatIf Manager

To manage your branches and the simulations on them, use the WhatIf Manager. To open the WhatIf Manager:

1. In the top left menu, click Insert > Widgets. This opens the list of available widgets.
2. From the list, drag and drop the WhatIf Manager widget to your dashboard.
   

The widget displays a list of your branches: You can view the audit columns (Submission Name, Created by, Creation Date, Execution Date, Status, Branch Name, Operation), and remove a branch by clicking the Delete button. Clicking the + button in front of a row displays more details about your branch. Here you can also run a diff between the changes on your WhatIf branch and the master branch.

​

Audit Trail

In the reference implementation of , there is no audit trail or persistence for the What-If simulations. Instead, the What-If branches are cleaned-up on a regular basis depending on your configuration.

​

Customizing the What-If configuration

The What-If framework has been designed to be adapted and configured based on your use cases.