Oneview for Market Risk

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Overview

With a customizable infrastructure at its core, Oneview for Market Risk provides real-time, pre-and post-trade Market Risk analytics—at both the desk and enterprise level.

Oneview for Market Risk supports enterprise risk management with a full suite of real-time, pre-and post-trade market risk analytics. Slice and dice capabilities and ‘what-if’ scenario analysis, along with all flavors of VaR, enable users to gain a more accurate, consistent and holistic view of risk across the enterprise—leading to more informed trading decisions.

Unique to the industry, Numerix supports an advanced one-step Monte Carlo VaR calculation, which incorporates hybrid modeling to account for correlations between asset classes in generating future market scenarios. Moreover, Oneview Market Risk supports Limits Monitoring and provides the Limits Management framework that today’s market participants require.

From P&L to VaR through backtesting and historical analysis—our wide range of comprehensive and flexible risk reporting capabilities are essential in meeting growing regulatory reporting requirements.

Key Features

Pre- and Post-Trade Risk

'Slice and Dice', using intuitive Market Risk dashboards and real-time analytics to calculate and view all flavors of VaR, P&L and VaR analysis.

Scenario Analysis for Sensitivities

Apply manual shifts or use scenario-generated data to calculate sensitivities and other risk measures.

Customizable View of Risk

View risk at the portfolio or trade level, by desk, type, sector, region, currency or other custom groupings.

Comprehensive Risk Reporting

Choose from an extensive list of reports—which can be run on the entire portfolio or a subset of trades—including: Mark-to-Market, P&L, Greeks, VaR (Historical, Stressed, Monte Carlo, 'One-Step' Monte Carlo), VaR Analysis (Incremental, Marginal, Component), Expected Tail Loss/Expected Shortfall, Volatility (Variance/Standard Deviation), Back-testing Reports, Historical Analysis Reports, Custom Risk Reports.

"What-if" Trade Analysis

Supports comprehensive 'what-if' trade analysis, available pre-and post-trade, at the enterprise or desk level.

Limits Monitoring

Set and monitor scenario-based trading limits on any sub-portfolio (division, desk, trader). Provides Limits Management framework.

Supports Extensive Real-time Market Data

Including: FX Rates, Yield Curves, OIS Curves, Commodity Curves, Dividend Curves, Real Rate Curves, Cap Volatilities, Swaption Volatilities, FX Volatilities, EQ Volatilities, Cross Currency Correlations, Forward LIBOR Correlations, Credit Curves, Credit Index Model Correlations, Credit Index Base Correlations, General Rate Correlations, EQ, SR Futures, Tbond Prices, and CPI.

Key Benefits

  • Enables More Informed Trading Decisions
    Understanding the pre-and post-trade market risk behind a trade or portfolio enables users to better analyze the risks they are assuming, approach risk and trade profitability more holistically, and therefore make better trading decisions.
  • Supports Enterprise-level Risk Management
    Users can gain a more holistic and consistent view of market risk across the enterprise with a platform for enterprise level risk management and risk calculations.
  • Meet Market Risk Based Capital Requirements
    Meet market risk capital requirements through the combination of Normal (Monte Carlo)VaR and Stressed VaR, including compliant back-testing framework for Monte Carlo VaR.
  • Fulfill Risk Reporting Requirements
    Comprehensive and customizable real-time risk reporting capabilities, back-testing, historical and custom risk reports, enable users to fulfill regulatory and other reporting requirements.
  • Cost-effective
    The flexibility, customizability and scalability of our CrossAsset platform and infrastructure enables Numerix to provide desk-level or enterprise-wide analytics, for a single asset-class or an entire portfolio, to grow with your individual requirements.

Product/Service details

SOLUTION OR SERVICE TYPE