Risk as a Service
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
Interest Rate Derivatives / Options / Futures
Market Risk Analytics
Delta Adjusted Exposure
Duration: KRD, Prepay, Vol, etc.
DV01 / CS01
Beta / Convexity
Delta / Gamma / Vega /
Theta / Rho
Risk Factor Shocks
Value at Risk (VaR)
Incremental / Conditional
Rely on RiskSpan
Interactive dynamic dashboards
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.
Analytic support, scenario setup, custom configurations
Ready to elevate your analytics?