Risk & Collateral Management

  • Multi-asset portfolios
    • Real-time valuation
    • Unrealized P&L
    • Co-mingled collateral
  • Real-time risk for multiple asset classes
    • Cross margining benefits
    • Configurable risk models
    • Limit checks
    • Hedge analytics
  • Collateral management
    • Real-time valuation and haircuts
    • Concentration and utilization limits
    • Optimization using configurable rules
  • Simulations
    • Stress testing multi-asset portfolios
    • Reverse stress testing
    • Trade what-if analysis
    • Hedge scenarios

Market Data Management

  • Theoretical pricing
    • Real-time or on-demand valuation
    • Curve construction
    • Volatility surfaces
    • Sensitivities
  • Real-time data feeds
    • Integration with multiple data providers
    • Consolidation capabilities
    • Permission-based dissemination
  • Historical data
    • Validations and enrichment
    • Historical risk factor return simulation and scaling