Risk Management

In 2008, many “standard” risk management tools failed to be up to the task, relying on limited and outdated models and one-dimensional, oversimplified risk views that did not function during the market turmoil.

RiskVal risk management is designed to move beyond traditional risk assessment and monitoring tools to provide in depth, pre-trade and during trade multi facetted risk analysis. Of course, RiskVal offers a multi-currency platform for industry standard Basel II compliance Value-at-Risk (VaR-full revaluation.) RiskVal provides automated and custom (if desired) reporting for complex fixed income portfolios and structured derivative product portfolios to meet and surpass all regulatory requirements.

While there is no doubt that VaR is one useful generic measure of risk exposure, it is known that VaR does not capture many risk exposures due to various implementation assumptions. Therefore, to achieve the ultimate goal of creating risk transparency, the need for a set of risk management protocols and tools has never been more pressing. To address this gap, RiskVal provides the advanced Risk Management features to compensate for the limitations of VaR risk management:

  • Flexible portfolio aggregation by book, trader, strategy, sub-strategy, and product
  • Configurable bucket risk analysis by book, trader, strategy, sub-strategy, and product
  • Scenario analysis by book, trader, strategy, sub-strategy, and product
  • Live P/L with break-down analysis
  • Limit controls on loss and risk book and trader level
  • Cash flow management detailing

The above industry leading capabilities are all embedded in the RiskVal portfolio management module. The system is based on a flexible aggregation and drill-down framework, and integrated with live market data to enable real-time risk measures and P/L monitoring. This dramatically increases the efficiency and stability of the risk management function.

For our credit solutions, Credit Enterprise, RVCredit and Credit-RT, RiskVal is a certified “Solution Partner” with MarkIT Partners. We are fully integrated with MarkIT’s CDS, LCDS, RED, and Loan data as a complete credit risk system for trading and risk management. RiskVal is also powered by MarkIT’s QUOTE for real-time data into our live risk management framework to enable risk managers to achieve greater insights in risk and P/L management. RiskVal’s credit solution also integrates with MarkIT MTP/DTCC for post-trade processing for trade confirmation and settlement. Credit Enterprise solution is a full front to back credit derivative trading platform.  

To learn more about our Credit risk management solution, click here

To learn more about our unmatched Fixed Income Trading risk management solution, click here