ActiveViam, a global leader in real‑time, multidimensional risk analytics for capital markets, announced that Leonteq, one of the leading Swiss providers of structured products, has implemented Atoti to calculate Market Risk Capital Charges under the Standardized 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).
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“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.” Eric Schaanning, Chief Risk Officer of Leonteq
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.
Eric Schaanning, Chief Risk Officer of Leonteq said: “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.”
Shelly Magee, CEO of ActiveViam added, “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.”
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