Leonteq Partners with ActiveViam to Supercharge FRTB Risk Analytics in Record Time

Atoti solution enables fast, transparent, and precise reporting of Market Risk Capital Charges under Switzerland’s FRTB rules.

Leonteq, a leading Swiss provider of structured products, has partnered with ActiveViam to implement Atoti, a high-performance risk analytics platform, to manage its Market Risk Capital Charges under the Standardized Approach of the Fundamental Review of the Trading Book (SA-FRTB). The platform will serve as Leonteq’s FRTB reporting solution for the Swiss Financial Market Supervisory Authority (FINMA).

Switzerland implemented FRTB for banks on January 1, 2025, and FINMA recently extended its oversight to include Leonteq. In response, the company evaluated multiple vendors before selecting Atoti for its ability to integrate flawlessly with existing pricing engines and deliver fast deployment. Leveraging preconfigured dashboards and reports aligned with FINMA requirements and ISDA Unit Tests, the solution also offers what-if analysis, capital decomposition, and multi-level drill-downs. Leonteq moved the system into production within just six months, thanks to close collaboration with ActiveViam’s customer success team.

Eric Schaanning, Chief Risk Officer at Leonteq, commented, “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 for both traders and risk controllers.”

Shelly Magee, CEO of ActiveViam, added that the deployment highlights the company’s commitment to delivering fast, reliable, and transparent FRTB analytics. The collaboration reinforces Leonteq’s ability to maintain oversight, adaptability, and confidence in its risk management processes in a highly regulated market.