Atoti FRTB
Advanced analytics capabilities for the FRTB Standardised Approach and Internal Models Approach
Advanced analytics capabilities for the FRTB Standardised Approach and Internal Models Approach
Allows you to make changes to data fed into the platform, create scenarios, and immediately see the results
Approvals workflow framework providing a configurable sign-off process, dashboards to oversee the flows and process, and an audit trail where all workflow interactions are persisted
Allows you to set limits and configure real time alerting to breaches
Data modeling, analysis and visualization capabilities of Atoti on cloud scale datasets, without the need to load them in memory
Optimize the best usage of collateral and retain the best quality of positions. Automate the allocation process or compare multiple optimization strategies
Computes initial margin according to the rules governing the ISDA SIMM Methodology
Aggregation engine for the calculation of CVA risk capital requirements according to the SA-CVA and BA-CVA approaches
Calculators to compute common market risk metrics like VaR and Expected Shortfall
Manage uncleared margin rules for OTC derivatives and explain day-to-day changes in your margin. Empower your team to build what-if simulations that look at any