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.
  • Oracle Financial Services Market Risk Measurement and Management ensures effective evaluation of market risk across the enterprise through robus…
  • 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…
  • A comprehensive suite of cross-asset models, built on modern technology, generate timely, accurate and consistent front-to-back analytics The OT…
  • A Complete Solution Based on years of experience working in the hedge fund industry, Northstar provides a complete solution for today’s hedge fu…
  • Percentile's RiskMine plugs the gap between existing front office systems and requirements of risk management Firm-wide risk aggregation Firm…
  • Execute investment decisions with increased speed, control, and efficiency. Integrated portfolio management and trading applications keep portfo…
  • Clarus Risk RiskMonitor® is an institutional risk aggregation and reporting solution which provides an objective, point in time appraisal of inv…
  • TimeScape EDM+ is a comprehensive data management platform that has been built to manage the most sohpisticated requirements - from pricing comp…
  • Black Mountain's Compliance solution integrates real-time exposure and market data to deliver compliance at all stages of trade life cycle, incl…
  • Axia is Profile Software's award-winning, web-based, omni-channel, MiFID II enabled Investment Management software. Axia enhances business agili…
  • Trendrating provides the following delivery options to access our ratings and analytics on over 18,000 stocks, ETFs, ADRs, Indices, Sectors and…
  • MX.3 for Enterprise Risk Management (ERM) is designed to help financial institutions optimize their risk infrastructures and reduce the cost of…
  • MX.3 for Trading helps our clients evolve and succeed in this changing landscape. It provides market-leading functionality for each of your busi…
  • FactSet's integrated multi-asset class portfolio analytics and official performance solutions let you spend more time finding answers and less 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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