Market Risk Systems

VendorMatch Directory

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.
  • A powerful, high-performance platform that supports a full complement of measures for accurately managing market risk. The complexity of market…
  • Oracle's solution creates a foundational system for the future that gives financial institutions the visibility and flexibility required to comp…
  • A Multi-Asset Class Risk Engine Risk Master, a fully-featured and flexible risk management solution, allows firms to intelligently mitigate risk…
  • Gain an enterprise-wide view of risk FIS Investment Risk Manager's highly flexible risk management solution utilizes innovative technology that…
  • With a customizable infrastructure at its core, Oneview for Market Risk provides real-time, pre-and post-trade Market Risk analytics—at both the…
  • zeb.control.risk - Trading software module Given the rising volatility of the markets and the related increase in risks from trading, their acti…
  • RiskAvert is the modern, robust and efficient risk management solution developed by Profile Software that assists Financial Institutions to gath…
  • The world has changed unrecognizably. Dramatic volatility swings are the new market norm. Risk and portfolio managers must work in tandem to mit…
  • Validus is a comprehensive platform that combines surveillance, market risk, algo monitoring and AML/transaction monitoring to maximize the effi…
  • Predictive analytics: based on state-of-the-art multi-factor risk models covering all asset classes. With SAPIAT Risk™ analytics clients are abl…
  • Sentinel Risk Manager: Specifically designed to address the sophisticated risk management needs of today's CCPs and exchanges, Sentinel Risk Man…
  • Where bank treasuries often rely on several different systems, MX.3 combines all aspects of the function to provide an integrated overview of yo…
  • The MX.3 platform offers flexibility and openness, sitting at the center of your IT infrastructure, it works with your existing systems as well…
  • Centrally manage global portfolio compliance activity across all phases of the investment process, security types, and global compliance directi…
  • It is more and more important for clearers in Europe to be equipped with efficient tools to monitor the risk of clearing at a panEuropean level,…
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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


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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