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Market Risk Analytics

Fully-managed market risk solution across all asset classes with specialization in mortgages and structured products. Advanced risk analytics governed by distributed cloud computing infrastructure that meets the changing requirements of investors, regulators and clients.

   Asset Class Coverage

  • Structured Products

  • Credit

  • Interest Rate

  • FX

  • Fixed Income

  • Commodity

  • Equity

  • Options/ Futures

   Market Risk Analytics

  • Value at Risk (VaR)
    Incremental / Conditional
    Expected Shortfall
    Correlation Analysis
    Benchmarking

  • Regulatory Compliance
    Form PF
    AIFMD
    Open Protocol

  • Stress Tests
    Risk Factor Shocks
    Historical Scenarios

  • Sensitivities
    Delta Adjusted Exposure
    DV01 / CS01
    Beta / Duration / Convexity
    Delta / Gamma / Vega /
    Theta / Rho

  • Factor Models
    Equity
    Fixed Income

Rely on RiskSpan
   Rely on RiskSpan

Flexible
Interactive dynamic dashboards

Data Feeds
Access for downstream data systems in file-based delivery formats (e.g., XML, CSV, JSON)

Integrated data & models
Market data feeds include equity, interest rates, credit spreads & FX. Full revaluation models; credit and prepayment.

Managed Service
Analytic support, scenario setup, custom configurations

Our Insights

Portfolio Risk


Learn More

Our Awards

Our Awards

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