To extend our strength in trading solutions, in RiskVal, we also offer customized services to the trading desk to enhance their daily P/L and risk management. Although most of the back-office P/L and risk management solutions are designed to oversee the overall risk and P/L limit, such approach often doesn’t match the need for the front-office trading operation. The trading desk usually likes to know where they have make or lost money in great detail, such as cost of carry, accrued interest, roll-down, spread change, delta of each risk bucket for each position, strategy and sub-strategy. Such P/L break-down naturally motivate the trading desk to view their risk in a similar detail. On top of that, the trading desk often would like to have a powerful scenario analysis tool to allow them to run the yield curve scenario and volatility scenario to assess their potential risks.

We have been offering services to the financial industry for over 5 years for many happy clients. Not only do we implement the solution which exactly meets their requirements, we also prove to save them money and time for the long term. Please feel free to contact us if you have any need for the above services.

   Daily P/L Service:
•  Integrate with client back-office system to
        maintain the  desk portfolio.
    •  Extend back-office portfolio structure to have
        multi-level aggregation.
    •  Customized our Libor curve to meet
        client’s requirement.
    •  Customized our volatility surface to meet
        client’s requirement.
    •  Integrate with client EOD market data to
        produce the official P/L 
    •  P/L decomposition.
    •  P/L reporting.
	
   Daily Risk Management Service:
•  Customized bucket risk framework.
    •  Customized scenario risk analysis.
    •  Intraday risk management with live curve(s).
    •  Risk reporting.
	
   Exclusive Trading Consulting Service:
•  Yield curve spread arbitrage consulting.
    •  2+ model relative value trading consulting.
    •  Electronic trading consulting.
	
   Outsourcing Service:
•  Utilized our in-house expertise to save cost for
       our clients.