Go beyond the data available via financial statements or public rating agencies.Analyse live data via powerful, intuitive BI visualisations.Data Sources: Twitter, webhose, Glassdoor, Trustpilot. Enter custom scoring criteria and other weighting preferences to further customise your data.Latest market and sentiment data from Twitter, new organisations and online blogs.Model and monitor sentiment in real-time.Anticipate and proactively mitigate the impact of future credit risk events on the portfolio.By collecting data in real-time we can automatically organise it, filter it, translate it, score it and weight it using extensive language libraries and state-of-the-art techniques in sentiment analysis. Sentiment tracking via monitoring of social media and other news sources. Historical tracking and time trend analysis.Reporting of VaR at book, desk and portfolio level.Reporting of Greeks across various metrics such as book, portfolio, desk, commodity.Track historical and forward price curves.įlexible reporting and tracking of market risk metrics alongside position and PnL measures.Show intra-day “dirty” PnL against live open positions.Track historical PnL for WTD, MTD, YTD and LTD calculations.Monitoring daily PnL against desk, trader, country, portfolio, commodity, book, market and other metrics.Track live positions against historical positions, showing historical trends and deltas.Īdvanced PnL aggregation and reporting capability including:.Report positions in any unit of measure across portfolio, book, commodity, market and other metrics.Quants can integrate proprietary modelling within the platform alongside the extensive native capabilities.Įlimination of manual processes and the audibility, application integrity and documentation expected of enterprise level software enables staff to add more value to the business.Īggregates transactions from multiple sources to provide a consolidated on-the-fly position and risk management tool across multiple commodities enabling users to: Single risk engine drives front office, credit risk and market risk with advanced analytics to simulate spot and forward prices, calculate M2M, VaR and other metrics. by adjusting volatilities and correlations. Calibration capabilities to customise calculations, e.g.Single and multi-factor models for accurate simulation of risk factors.Portfolio level Greeks & Sensitivities.Take advantage of the comprehensive report validation and submission functionality, including the technical format of submission, such as XBRL.VaR simulation provides greater accuracy in risk metrics with the ability to aggregate calculations across several commodities to achieve a single VaR figure and jointly model multiple commodities to observe correlations between price changes.Use the extensive Pillar 1 and Pillar 3 risk regulatory reporting templates, as well as the built-in support for regulator-defined report validation rules.Analyze and validate any potential variance in your results when comparing different reporting dates, software versions, or regulatory configurations, using the comparison and validation capabilities.Calculate your Counterparty Credit Risk exposure at default (EAD) to comply with the latest standardized approach to counterparty credit risk (SA-CCR) regulations and the Current Exposure Method (CEM).Compute both the Standardized approach and Internal Rating Based (IRB) risk-weighted asset (RWA) numbers.Leverage the incorporated calculation and reporting engine with predefined regulatory rules per jurisdiction.Load, transform, and reconcile your data to ensure data consistency and create a single source of truth for all of your reports.Leverage a powerful credit risk calculation and reporting engine
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