Risk Solutions
Risk frameworks built for the real world.
Pre-trade, intraday and post-trade risk management. Stress testing, scenario analysis and regulatory capital optimisation.
Capabilities
Pre-Trade Risk Controls
Hard and soft limits on notional, delta, DV01, vega and gamma. Fat-finger checks. Kill switch with sub-millisecond response.
Real-Time P&L
Intraday P&L attribution by strategy, desk and instrument. Greeks aggregation across multi-asset portfolios.
Value at Risk
Historical simulation, Monte Carlo and parametric VaR. Full revaluation for non-linear instruments. Backtesting and validation.
Stress Testing
Regulatory stress scenarios (EBA, Fed DFAST) and bespoke historical scenarios including 2008, 2011, 2020. Reverse stress testing.
Counterparty Risk
CVA, DVA and FVA calculation. Wrong-way risk identification. Counterparty exposure monitoring with automated alerts.
Regulatory Capital
SA-CCR, FRTB standardised and IMA approaches. Capital optimisation across netting sets and collateral agreements.