Benefits
Real-Time Data Aggregation:
Atoti handles real-time updates of prices, trades, and sensitivities. It aggregates data across various systems, including booking systems, pricing engines, and market data feeds, ensuring a single consolidated view for all users.
Immediate PnL and Risk Monitoring:
Traders can view their PnL at any time during the day with 100% accuracy. Atoti’s real-time calculations allow traders to immediately see the impact of new trades and market movements, enabling prompt and informed decision-making.
High-Volume Data Handling:
Atoti is designed to absorb high-frequency market data changes and large volumes of data typical of FICC desks. It processes over 200,000 price updates per second, making it highly suitable for dynamic trading environments.
Flexible Risk Visualization:
Traders can visualize risk and PnL indicators across any analysis axis, such as exposure, desk, book, or strategy. This flexibility allows for dynamic risk bucketing and optimized hedging strategies.
Intraday and Real-Time Calculations:
Atoti performs event-based real-time calculations, allowing for on-the-fly aggregation of risk metrics and PnL. It uses Taylor approximations for market data movements to provide a reliable view of real-time PnL.
Enhanced Decision-Making with What-If Scenarios:
Atoti’s native What-If capabilities allow traders to simulate the impact of various scenarios on their portfolios. This helps in assessing potential outcomes and making strategic decisions under different market conditions.
Optimized PnL Validation:
Atoti facilitates instant reconciliation of Flash PnL with real-time PnL, enabling quick detection and correction of anomalies. Automated reporting and distribution to management ensure a smooth end-of-day process.
Comprehensive Data Integration:
Atoti consolidates data from multiple sources, providing a unified interface for traders. It supports both intraday and end-of-day data processing, ensuring consistent and reliable analytics.
Real-Time Limits Monitoring:
Traders can monitor their risk limits in real-time to optimize their trading and hedging strategies, avoiding violations of the bank’s risk policies. This ensures alignment with risk appetite and enhances operational efficiency.
Global Deployment and Scalability:
Atoti is deployed globally across multiple desks and trading locations. It supports 24×7 operations and can handle large data sets, making it suitable for extensive trading environments with high update frequencies.
User-Friendly Interface:
Atoti offers a user-friendly interface that allows traders to generate and email reports automatically. The customizable dashboards serve as a starting point for interactive analysis and tailored reporting.