Stress

Expect the unexpected and anticipate your loss exposure. Create instrument groups and/or product groups to combine similar products into manageable combinations of inventory. Use product weightings to simulate real world market behaviour across products.

Key features

Multiple sophisticated market stress scenarios run simultaneously

Take the guesswork out of your trading positions. Configure multiple market risk templates to calculate the potential losses due to a) a steepening or flattening of the yield curve b) a shift in the term structure of Crude Oil c) an explosion/implosion of implied option volatility d) a breakdown of old crop-new crop grain prices and/or any other trading risk scenario. Our Stress tool replaces uncertainty with clarity.

Extensive product grouping and position management capabilities

Gain control over large product sets using Instrument Groups, Product Groups and Risk Groups. Combine all expiries (weekly and EOM) of S&P, e-Mini, SPX, S&P ETF’s (weighted and inverse) into manageable Greeks by normalising to a standard contract size, while still maintaining visibility into each individual contract’s native risk. Consolidate “Midcurve” options into their appropriate underlying future contract for an accurate portrayal of spread risk. Our Stress tool puts risk managers in the driver’s seat.

Greek Risk and P&L down to the strike level

If you desire risk granularity, you are in the right place. View Greek and P&L calculations by firm, account, product, expiry and strike. Take the mystery out of large option positions by using our drill-down to strike capabilities. View market risk slides to shock prices and volatilities and break the positions into their individual components.

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Latest features

In a rapidly changing world, it can be hard to keep up with all the new features technology delivers. We simplify this by producing regular feature updates. Contact any of our business development or support team to find out more about how our platform helps you achieve Risk as Alpha.

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