Portfolio Market Risk Analytics

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Cloud-native Risk Service

Designed by Quants and Technologists for Fast Implementation

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.

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Risk Is Our Name

A typical Enterprise-size client:

Loans and Other Instruments

  • 300M Loans
  • >25,000 Instruments
  • 50 Billion Cashflow Projections

Scenarios and VaR

  • 150 Standard Scenarios
  • 3 Year VaR Lookback
  • 750 Scenarios per Instrument

Types and Simulations

  • 100+ Instrument Types
  • 187,500 Simulations per Instrument

Secure and Scalable

Securely-hosted on:

  • IBM Cloud, or
  • Amazon Web Services

Fully-Managed Market Risk Solution


Covers all asset classes – specialization in mortgages and structured products

All residential, commercial asset-backed, and CLOs

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Infinitely Scalable Processing

We’re fast. Very fast. Our modern, streamlined technical architecture and operations support monitoring enable return speeds that set a new industry standard.

Integrated Data and Models

Multi-asset class coverage. We cover everything – integrated data feeds with asset-level results, rates models, prepay models, credit models and VaR for complex instruments such as MBS and ABS.

Dynamic Reporting

We deliver robust stress testing, sensitivity analysis, and enable you to export standardized and customized reports. You’ll have interactive and on-demand access around the clock.

Two Flexible Options:

Choose from two different flexible deployment options.

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.

Fund Subscriber Service

Standard over-night on-cloud processing provides advanced risk analytics for multi-asset class risk modeling results. Risk analytics include:

  • Exposure Analysis
  • Option Greeks (delta, gamma, vega, theta, rho)
  • Beta
  • Value-at-Risk (VaR)
  • Stress Testing (interest rate shocks)
  • Correlation Analytics
  • Liquidity
  • DV01
  • CS01
  • Key Rate Durations (KRDs)

Managed Service

Our Managed Service inherits the powerful software analytics from our Fund Subscriber Service but also enables:

  • Custom Analytical Support
  • Custom Scenario Setup
  • Variable Pricing on Additional Instrument Processing
  • Custom Batch Scheduling Options
  • Custom Enterprise System Integrations

Easy Integration and 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.

Interactive Dynamic Dashboards

Browser-based, drillable visualizations of your portfolio risk are available via our interactive dynamic dashboards.

Customized Investor Reports

Access pre-formatted reports in downloadable PDF-format for on-demand analytics and scheduled batch processing runs. Our application enables users to set up custom scenarios and custom report files to perform analysis when they need it.

Web Services Integration

For Enterprise-scale customers that require back-end integration with other back-office systems. Access the Market Risk Service Module analytics intra-day through an XML process or REST API that maximizes speed of delivery.

Data Feeds

Access for downstream data systems in file-based delivery formats including CSV, XML, and JSON – for on-demand analytics and scheduled batch processing runs.

Instrument Coverage

Structured Products

Agency Residential
Non-Agency Residential
Pass-through Pools & TBA
Whole Loans and real estate


Bond Futures
Equity Futures
Equity Index Futures
Commodity Futures
Interest Rate Futures
Equity Volatility Index Futures


CDS Corporate
CDS Sovereign
CDS Index
CDS Option

Equity Products

Bond ETF
Common Equity
Equity CFD
Equity Warrant
Preferred Equity


Swaption Future Premium
Interest Rate Cap
Interest Rate Floor

Fixed Income

Bank Loan
Corporate Bond
Municipal Bond
Sovereign Bond
Inflation Linked Bond
Money Market
Convertible Bond
Corporate Bond Swap
Convertible Bond Swap


Equity Index Option
Equity Index Futures Option
Equity Option
Bond Futures Option
Commodity Futures Option
FX Futures Option
FX Exotic Option
FX Option
Interest Rate Futures Option
Equity Volatility Index Option


Basis Swap
Interest Rate Swap
Bond Index Total Return Swap
Equity Index Swap
Equity Swap
Inflation Swap
Volatility and Variance Swaps




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