• Risk Master Broadridge Financial Solutions A Multi-Asset Class Risk Engine - Risk Master, a fully-featured and flexible risk management solution, allows firms to intelligently mitigate ...
  • Portfolio Risk S&P Capital IQ S&P Capital IQ’s Portfolio Risk solution draws upon and integrates the rich data and robust research available on the S&P Capital IQ platform ...
  • Imagine Risk Aggregator Imagine Software Imagine now delivers an elevated level of sophisticated risk analysis and transparency to funds of funds, institutional investors, asset ...
  • RiskAPI® Add-In PortfolioScience Value at Risk Software: The RiskAPI® Add-In - Sophisticated, customizable risk analysis for hedge funds and portfolio managers. - Using ...
  • Risk Reporting Riskdata Comprehensive Risk Analytics including Monte-Carlo Value-at-Risk, CVar, Stress Tests, Sensitivities, to comply with investor and regulatory ...
  • RiskAPI® Enterprise PortfolioScience Integrate powerful risk analysis features into your existing framework. - RiskAPI is a programmable, hosted service delivered as a remote API ...
  • RMX SuperDerivatives RMX is the most powerful real time risk management system. All available in a single platform, the system offers very rich analytics ...
  • Hedge Fund Solution Northstar Risk Based on years of experience working in the hedge fund industry, Northstar provides a complete solution for today’s hedge funds: market risk, ...
  • Investment Risk - APT FIS Gain an enterprise-wide view of risk SunGard APT’s highly flexible risk management solution utilizes innovative technology that allows asset ...
  • SGGG Portfolio System SGGG Portfolio Systems The SGGG portfolio system has been designed from the ground up to meet the needs of fund managers, simply and cost effectively.
  • Axioma Portfolio Analytics Axioma Axioma Portfolio Analytics offers a comprehensive set of portfolio risk and return analytics in a flexible, interactive interface. This ...
  • Axioma Risk Axioma Key Features - A fully customizable and interactive platform gives users unprecedented flexibility for multi-asset class risk modeling and ...
  • Cognity BISAM The world has changed unrecognizably. Dramatic volatility swings are the new market norm. Risk and portfolio managers must work in tandem to ...
  • MORS Treasury, Liquidity & ALM solutions MORS Software MORS Treasury, Liquidity & ALM solutions are a complete set of real-time solutions for Treasury, Risk Management, Liquidity Management and ...
  • MORS Add-on solutions MORS Software MORS Add-On solutions offer a dynamic Funds Transfer Pricing (FTP) solution for banks, and enable banks to monitor and manage several ...
search results
no results
Throbber
Show results & filters

WHAT'S DRIVING MARKET RISK SOLUTIONS

Market risk refers to the risk of losses in the bank's trading book due to changes in equity prices, interest rates, credit spreads, foreign-exchange rates,commodity prices, and other indicators whose values are set in a public market. Financial institutions deploy a number of highly sophisticated mathematical and statistical techniques to calculate market risk. Chief among these is value-at-risk (VAR) analysis but most instutions are now in the process of integrating new stress-testing analytics including rRWAscounterparty

IMPLICATIONS FOR MARKET RISK SYSTEMS - MANAGING VS MEASURING MARKET RISK

The theoretical approaches to modeling become concrete in the IT systems that support market risk, and in the output of these systems.  Any improvements in market risk modeling must be supported by corresponding changes in risk IT.

Key Features reviewed on diliger:

  • Market risk calculations
  • Parametric Value at Risk (VaR) calculations
  • Variance-Covariance (VaR) calculations
  • Conditional Value at Risk (CVaR)
  • Entropic value at risk (EVaR)
  • Equity Value at Risk (EVE)
  • Market risk analysis
  • Slice and Dice analytics
  • Historical Simulation
  • Derivative valuation analytics
  • Multi-factor stress testing
  • Potential Future Exposure (PFE)
  • Scenario analysis
  • Sensitivity analysis
  • Stress testing
  • Factor modelling
  • Pre-configured scenario analysis
  • Regression analysis to test hedge effectiveness supported ?