Market Risk Systems

VENDORMATCH

Market Risk systems and solutions listed in our vendor directory. Use our research platform to evaluate market risk software and analyse functional capabilities covering value at risk VaR and other risk exposures and valuations to support hedging and trading.
  • RMX is the most powerful real time risk management system. All available in a single platform, the system offers very rich analytics including SD…
  • A Multi-Asset Class Risk Engine Risk Master, a fully-featured and flexible risk management solution, allows firms to intelligently mitigate risk…
  • Comprehensive Risk Analytics including Monte-Carlo Value-at-Risk, CVar, Stress Tests, Sensitivities, to comply with investor and regulatory requi…
  • Imagine now delivers an elevated level of sophisticated risk analysis and transparency to funds of funds, institutional investors, asset managers…
  • Gain an enterprise-wide view of risk FIS APT’s highly flexible risk management solution utilizes innovative technology that allows asset managers…
  • Enhance risk governance and management with advanced tools designed to accurately measure market risk The complexity of market risk has increase…
  • An advanced, scalable platform designed to help front-office and middle-office functions satisfy the complex methodology and technology demands o…
  • MORS Treasury, Liquidity & ALM solutions are a complete set of real-time solutions for Treasury, Risk Management, Liquidity Management and ALM (A…
  • MORS Add-On solutions offer a dynamic Funds Transfer Pricing (FTP) solution for banks, and enable banks to monitor and manage several geographica…
  • The world has changed unrecognizably. Dramatic volatility swings are the new market norm. Risk and portfolio managers must work in tandem to miti…
  • RiskAvert is the modern, robust and efficient risk management solution developed by Profile Software that assists Financial Institutions to gathe…
  • Where bank treasuries often rely on several different systems, MX.3 combines all aspects of the function to provide an integrated overview of you…
  • Presenting Agilis Wealth Management: Relationship Management & KYC – setting the essential foundation Financial Planning – understanding your…
  • MONITOR YOUR BUSINESS PERFORMANCE Rival Risk provides proprietary trading firms, hedge funds and FCMs a centralized view into the overall perform…
  • Pre-Trade Compliance Track Your REAL-TIME Risk: Low Latency, Pre-trade, Risk Compliance, What-If Simulation, Algorithmic Trading Riskdata RDK-API…
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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 ?
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