APPLIEDANALYTICS

FINANCIAL RISK SOLUTIONS

Building the fastest risk analytics platform ever

MODERN TECHNOLOGY

Built on a new technological platform from the ground up, our solution delivers fast transparency and flexibility to rapidly evaluate future uncertainty within a complex portfolio. At its core is a single, enterprise-wide system data model that supports:

  • Data Management, Instrument Pricing, Scenario Modeling
  • Portfolio Risk Measurement, Risk Control, Risk-Based Decision Support
  • Global Risk System Implementation

With the benefit of in-memory computation and zero inter-system latency, intra-day risk measurement using Monte Carlo and Value-At-Risk methodologies can be achieved in real time.

AN ENTERPRISE WIDE APPROACH



  • Portfolio Item

    Integrated
    Framework

    Enterprise wide user roles are supported by a consistent set of tools and analytics, eliminating the traditional divide between the front office and firm-wide strategic initiatives.

    Portfolio Item

    Market and Credit
    Risk Integration

    Revalue portfolios under changing scenarios that include market risk factors, credit spreads, and credit ratings – a significant competitive advantage particularly for funds that invest in credit-sensitive assets.

    Portfolio Item

    Compute Once,
    Use Many Times

    Measure any risk, return, or budget through the pre-computation of valuations across instruments, scenarios, and time steps. New positions, scenarios, or time steps only require the simulation of the new values.

  • Portfolio Item

    Real-time
    Valuation Engine

    Calculate pre-trade pricing, Mark-to-Market, Greeks, sensitivities, cashflows as well as Market Risk and Counterparty Credit Risk measures on-demand, with sub-second efficiency. We apply best practices in risk management and collateral optimization to achieve efficient, consistent and transparent price calculation, control and risk reporting.

    Portfolio Item

    Flexible, Extensible
    Hosted Solution

    Scalable web-hosted architecture using virtualized resources for fully distributed computing. Modular and extendable by new scenario sets, aggregation structures, asset classes, financial models, simulation methods, post-processing applications, and emerging lines of business. Straightforward integration to third-party or proprietary data sources, pricing models, and back office systems.

    Portfolio Item

    In-Memory DB
    and Pipelining

    Internal data transfer is through in-Memory DB for lighting fast computation and front-office support. Calculation pipelining allows simulations on demand, without the delay of trade availability for a particular counterparty. Simulations can be run in parallel across counterparties and within counterparty portfolios.

Once a new technology rolls over you, if you're not part of the steamroller, you're part of the road
– Stewart Brand

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