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
Private Credit
Mortgage Loans
FX
MSRs
Commodities
Equities
Interest Rate Derivatives / Options / Futures
Market Risk Analytics
Sensitivities
Delta Adjusted Exposure
Duration: KRD, Prepay, Vol, etc.
DV01 / CS01
Beta / Convexity
Delta / Gamma / Vega /
Theta / Rho
Regulatory Compliance
Form PF
AIFMD
Open Protocol
Stress Tests
Risk Factor Shocks
Historical Scenarios
Value at Risk (VaR)
Incremental / Conditional
Expected Shortfall
Correlation Analysis
Benchmarking
Factor Models
Equity
Fixed Income
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

Striking a Proper Balance: ESG for Structured Finance

RiskSpan Wins Risk as a Service Category for Second Consecu...

Managing Market Risk for Crypto Currencies

Automating Compliance Risk Analytics

May 19 Workshop: Quality Control Using Anomaly Detection (P...

April 28 Workshop: Anomaly Detection

RiskSpan’s Edge Platform Wins 2021 Buy-Side Market Risk Man...
Our Awards


Award Winning Success












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