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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
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