RiskSpan Portfolio Risk
Real-Time Risk Management Maximizes Potential Profits
Unlike high-maintenance and slow-performing software-based risk management
solutions, RiskSpan Portfolio Risk provides real-time and end-of-day risk
assessments that:
- Enable faster, more informed decisions
- Minimize loss potential
- Identify and capitalize on profit making opportunities
RiskSpan Portfolio Risk allows risk professionals to:
- Assess multiple risk factors for multiple portfolios, simultaneously
- Leverage fully integrated and customized data in real-time
- Determine risk in real time for portfolios in changing markets
- Instantly access end-of day risk assessment reports
RiskSpan Portfolio provides a true measure of risk by enabling:
- Simulation of extreme market conditions across instruments
- Stressing of instrument-specific factors such as housing markets, or
refinancing trends, when calculating risk
- Customization of analytics, data, and market factors
Capabilities
Exposures
- First-order, second-order and cross exposures
- Curve risk exposure to user-determined curve points
- Sector exposure
- Spread exposure
Stress Tests
Instantaneous re-valuations for:
- Shifts in Curves
- Volatilities
- Credit Ratings
- Pre-payments
- Defaults
Value at Risk
Advantages
Real-Time or Scheduled
- Real-Time Portfolio risk analytics
- Batch Mode to measure end-of-day results
Easily Customizable
- Calculations
- Measures
- Scenarios
- Aggregations
- Reporting
Services Not Software
- All functionality is performed in a monitored and controlled environment
to ensure accuracy and consistency of risk
- The environment is 100% optimized for peak performance