The Client

Large Life Insurance Company – Investment Group


The Problem

The Client was shopping around for an analytics and risk platform to be used by both the trading desk and risk managers.

RiskSpan Edge Platform enabled highly scalable analytics and risk modeling providing visibility and control to address investment analysis, risk surveillance, stress testing and compliance requirements.

The Solution

Initially, the solution was intended for both the trading desk (as pre-trade analysis) as well as risk management (running scenarios on the existing portfolio).  Ultimately, the system was used exclusively by risk management and used heavily by mid-level risk management. 

Cloud Native Risk Service

We have transformed portfolio risk analytics through distributed cloud computing. Our optimized infrastructure powers risk and scenario analytics at speed and cost never before possible in the industry.

Perform advanced portfolio analysis to achieve risk oversight and regulatory compliance with confidence. Access reliable results with cloud-native interactive dashboards that satisfy investors, regulators, and clients.

Two Flexible Options
Fund Subscriber Service + Managed Service

Each deployment option includes on-demand analytics, standard batch and over-night processing or a hybrid model to suit your specific business needs. Our team will work with customers to customize deployment and delivery formats, including investor-specific reporting requirements.

Easy Integration + Delivery
Access Your Risk

Accessing the results of your risk run is easy via several different supported delivery channels. We can accommodate your specific needs – whether you’re a new hedge fund, fund-of-funds, bank or other Enterprise-scale customer.

“We feel the integration of RiskSpan into our toolkit will enhance portfolio management’s trading capabilities as well as increase the efficiency and scalability of the downstream RMBS analysis processes.  We found RiskSpan’s offering to be user-friendly, providing a strong integration of market / vendor data backed by a knowledgeable and responsive support team.”

The Deliverables

  • Enabled running various HPI scenarios and tweaked the credit model knobs to change the default curve, running a portfolio of a couple hundred non-agency RMBS
  • Scaling the processing power up/down via the cloud, and they would iterate through runs, changing conditions until they got the risk numbers they needed
  • Simplified integration into their risk reporting system, external to RiskSpan