RiskVal Consulting Services

RiskVal offers customized services to trading desks to enhance their daily P/L and risk management. While most back-office P/L and risk management solutions are designed to oversee the overall risk and P/L limit, such an approach often does not match the needs of the front-office trading operation.

Trading desks need to know where they are making or losing money in great detail. This includes the cost of carry, accrued interest, roll-down, spread change, and delta of each risk bucket for each position, strategy and sub-strategy. Enabling this depth of P/L break-down naturally motivates the trading desk to view their risk in similar detail.

Above and beyond those views, trading desks need powerful scenario analysis tools to allow them to run yield curve scenarios and volatility scenarios to assess their potential risks.

Here in RiskVal, we offer a suite of solutions to address all the needs of our clients:

Daily P/L Services:

  • Integrate with client back-office systems to maintain the desk portfolio
  • Extend the back-office portfolio structure for multi-level aggregation
  • Customize our Libor curve to meet client’s requirements
  • Customize our volatility surface to meet client’s requirements
  • Integrate with client EOD market data to produce the official P/L
  • P/L decomposition into defined areas
  • Full, customized P/L reporting

Daily Risk Management Services:

  • Customized bucket risk framework
  • Customized scenario risk analysis
  • Intraday risk management with live curve(s)
  • Risk reporting per detailed specifications

Exclusive Trading Consulting Service:

  • Yield curve spread arbitrage consulting
  • 2+ model relative value trading consulting
  • Structured credit trading and risk management
  • Electronic trading consulting

Outsourcing Service:

  • Our in-house expertise has saved very significant costs for many of our clients
  • RiskVal’s expertise in industry standard EOD reporting stays fully in synch with the latest developments in industry standards and regulatory requirements.