Portfolio Risk Analytics
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.
Loan & Instruments
300M Loans
>25,000 Instruments
50 Billion Cashflow Projections
Scenarios & VaR
150 Standard Scenarios
3 Year VaR Lookback
750 Scenarios per Instrument
Types & Simulations
100+ Instrument Types
187,500 Simulations per Instruments
Secure & Scalable
IBM Cloud
Amazon Web Services
Fully-Managed Market Risk Solution
Covers all asset classes – specialization in mortgages and structured products
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 & 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 like 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.
Fund Subscriber Service
Standard over-night on-cloud processing provides advanced risk analytics for multi-asset class risk modeling results:
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
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.
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.
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.
Interactive Dynamic Dashboards
Browser-based, drillable visualizations of your portfolio risk are available via our interactive dynamic dashboards
Options
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
Fixed Income
Bank Loan
Corporate Bond
FRN
Municipal Bond
Sovereign Bond
Inflation Linked Bond
Money Market
Convertible Bond
Corporate Bond Swap
Convertible Bond Swap
Structured Products
ABS
Agency Residential
Non-Agency Residential
CDO
CMBS
Pass-through Pools & TBA
RMBS
Whole Loans and real estate
Swaps
Basis Swap
Interest Rate Swap
Bond Index Total Return Swap
Equity Index Swap
Equity Swap
Inflation Swap
FRA
Volatility and Variance Swaps
Equity Products
ADR
Bond ETF
Common Equity
Equity CFD
ETF
Equity Warrant
Preferred Equity
Futures
Bond Futures
Equity Futures
Equity Index Futures
Commodity Futures
Interest Rate Futures
Equity Volatility Index Futures
Credit
CDS Corporate
CDS Sovereign
CDS Index
CDS Option
Derivatives
Swaption
Swaption Future Premium
Interest Rate Cap
Interest Rate Floor
FX
Forwards
Spot/Cash
Others
Repo
Reverse Repo
How reliable is your data?
Our team of quants and data scientists is available on demand to provide custom support.
Go further with our cutting-edge platform for data modeling and analytics.
Access talented quants and data scientists to help build, manage, and integrate your data applications.
Use our analytics expertise to help you make better sense of your data.
