Market Risk Systems

VendorMatch

Find market risk systems and solutions on our financial technology solutions research platform, use the directory for vendor discovery, and use our guide to compare and evaluate market risk software including reports and RFIs on functionality capabilities covering value at risk (VaR), other risk exposures, and valuations used by financial institutions such as hedge funds and trading firms.
  • An advanced, scalable platform designed to help front-office and middle-office functions satisfy the complex methodology and technology demands…
  • Enhance risk governance and management with advanced tools designed to accurately measure market risk The complexity of market risk has increas…
  • A Multi-Asset Class Risk Engine Risk Master, a fully-featured and flexible risk management solution, allows firms to intelligently mitigate risk…
  • zeb.control.risk - Trading software module Given the rising volatility of the markets and the related increase in risks from trading, their acti…
  • Sapiat’s Investment Risk products cover all asset classes, including equities, fixed income, credit and alternatives. Sapiat leverages advances…
  • Gain an enterprise-wide view of risk FIS APT’s highly flexible risk management solution utilizes innovative technology that allows asset manager…
  • The world has changed unrecognizably. Dramatic volatility swings are the new market norm. Risk and portfolio managers must work in tandem to mit…
  • Sentinel Risk Manager: Specifically designed to address the sophisticated risk management needs of today's CCPs and exchanges, Sentinel Risk Man…
  • RiskAvert is the modern, robust and efficient risk management solution developed by Profile Software that assists Financial Institutions to gath…
  • Centrally manage global portfolio compliance activity across all phases of the investment process, security types, and global compliance directi…
  • Oracle Financial Services Market Risk Measurement and Management ensures effective evaluation of market risk across the enterprise through robus…
  • RiskFirst, a FinTech in the pensions risk and investment sectors, licenses PFaroe® technologies (designed to help organisations better comprehen…
  • The MX.3 platform offers flexibility and openness, sitting at the center of your IT infrastructure, it works with your existing systems as well…
  • Trusted, proven and in use by 13 clearinghouses globally and backed by 20 years of knowledge and clearing experience, our clearing solutions del…
  • OneSumX Financial Risk Management’s modular financial analysis infrastructure is based on a single calculation engine and contract data model. T…
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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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