AN ENTERPRISE WIDE APPROACH
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Integrated
FrameworkEnterprise 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.
Market and Credit
Risk IntegrationRevalue 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.
Compute Once,
Use Many TimesMeasure 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.
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Real-time
Valuation EngineCalculate 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.
Flexible, Extensible
Hosted SolutionScalable 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.
In-Memory DB
and PipeliningInternal 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.