ActiveViam, a global leader in real‑time, multidimensional risk analytics for capital markets, today announced that Leonteq, one of the leading Swiss providers of structured products, has implemented Atoti to calculate Market Risk Capital Charges under the Standarized Approach of the Fundamental Review of the Trading Book (SA-FRTB). ActiveViam’s flagship product, Atoti, is being used by Leonteq as its FRTB reporting solution to the Swiss Financial Market Supervisory Authority (FINMA).
Switzerland implemented FRTB for its banks on 1st January 2025 and FINMA recently extended its scope to include Leonteq. When the FRTB implementation deadlines became clear, Leonteq evaluated several vendors for a solution that could integrate with its existing pricing engines. After a detailed assessment, it selected Atoti.
The solution provides dashboards and preconfigured reports that meet FINMA’s requirements, along with analytics aligned to the ISDA Unit Tests and additional capabilities such as what-if analysis and capital decomposition. Leonteq worked closely with ActiveViam’s customer success team and moved to production within six months. The ability to implement within this timeframe, supported by previous deployment experience, was an important factor.
We have successfully implemented ActiveViam FRTB in a very short period. This enables us to efficiently control and report FRTB capital charges while providing enhanced drill-down capabilities. Both front office traders and risk controllers can seamlessly analyze figures at various levels. The solution brings improved oversight, transparency, and adaptability to our internal processes.
Eric Schaanning
Chief Risk Officer, Leonteq
We are delighted to expand our partnership with Leonteq with a long-term commitment to support their FRTB reporting. This was a challenging, ultra-quick deployment of Atoti for FRTB demonstrating our ongoing commitment to deliver on our promise to simplify the deployment and reporting of FRTB.
Shelley Magee
CEO, ActiveViam
About Atoti
Atoti is a data analytics platform developed by ActiveViam for financial services organizations. This unique technology meets the specific needs of the industry in ways general-purpose databases and mass-market business intelligence tools do not. Atoti is flexible, purpose-built, scalable and handles massive datasets in sub seconds. With its transactional database and modern, multidimensional OLAP aggregation engine, Atoti is the fastest data analytics software in financial services. Half of the world’s largest banks – along with top hedge funds, asset managers, custodians, exchanges and regulators – rely on Atoti.
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