Using the Risk Cockpit, Capital Market firms are able to get a real-time view of their enterprise risk profile based on an aggregation of risks from across all risk domains.
Set trading system limits across all trading applications from a single input source and maintain an audit trail of activity. Intraday system reconciliations with ISV’s and exchanges ensure accuracy. Use the extensive reporting features for compliance and regulatory requirements.
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.
Understand your true exposure in real-time by calculating account P&L and Exchange Margin while managing changes to trading inventory. Configure risk dashboards and automated limit alerts to anticipate and react to changing market conditions.
Monitor your multi-step limit approval workflow from one centralised system and maintain an audit trail of activity. Preserve the workflow history while also identifying the responsible risk team members. Use the extensive reporting features for compliance and regulatory requirements.
Supplement real-time P&L and exchange margin calculations with At Trade VaR in the same system. Configure confidence level, tenor, and historical lookback period to generate meaningful VaR values by account. Configure risk dashboards and automated limit alerts based on VaR and related VaR/Margin risk ratios.
Supplement your Stress risk results by calculating Historical VaR on current inventory. Configure Historical and/or Monte Carlo VaR scenarios (confidence, tenor, historical lookback and correlation) and also calculate Expected Shortfall and Incremental VaR. Remove the “black box” limitations and add transparency by viewing VaR by account/product/maturity.
Market Surveillance provides insightful analytics and contextual surveillance to help Capital Markets firms identify and manage the potential risks of market abuse, fraud and operational breaches.