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:
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.
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.
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.
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.
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.
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.
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