The most intractable problem in financial services is managing market risk. It’s
harder than hitting a 90 mph fastball.
Fortunately, the industry has evolved to the point where the models are fairly standard and uniform
across vendors.
We think that the real issue in risk management is not the modeling, but the reporting.
We work with our clients to address key functional requirements, independent of
the models that are used for calculating portfolio risk:
- How do you want to view your risk?
- What are the standard set of reports that you look at daily?
- What are the hierarchical levels in your reports for expanding and collapsing the data?
- How will you analyze securities that cannot be modeled easily?
Our solution framework contains a flexible data model for aggregating positions,
risk measures, prices, and P&L – from any number of sources (including our own risk
engine). Our risk framework can reside alongside other risk systems you may already
have and can integrate data from any database, text file, or data source for aggregate
risk reporting.
To run risk scenarios on your portfolio, we have build a risk engine that works
with the Bloomberg™ API framework, Microsoft Excel 2007 and Microsoft SQL Server 2005/2008. We are able to run risk calculations on the fund’s
portfolio, based on predefined scenarios that are defined by the users.
Our approach is to predefine risk report layouts with users, offering single and
multi-period data, hierarchical display, and graphing. We are able to generate reports
automatically into a shared network folder, with the option to deliver them via
email as well.
Our risk engine resides fully on the client’s network and is integrated with the
fund’s existing trading/position management systems.
Once you see our integrated risk framework, you will rethink your risk
solution approach. We know that you'll like what we have to offer for
risk reporting; it is unique, intuitive, user-friendly, and highly customizable.