Financial Risk Analytics

Financial Risk Analytics provides comprehensive solutions for risk management, including real-time insights on valuation adjustments (XVA), buy side risk management tools (such as VaR calculations and stress testing), counterparty credit risk management, and support for regulatory and market risk requirements. These cloud-based solutions are designed to help financial institutions on both the sell and buy side navigate complex risk landscapes efficiently and effectively.

Confidently navigate the ever-evolving regulatory landscape with flexible cloud-based solutions that support compliance with Basel market risk requirements. Measure and monitor market risk across a broad range of asset classes with an intuitive solution preloaded with S&P Global Market Intelligence market data which minimizes total cost of ownership and onboarding time.

• Comprehensive VaR & ES calculation across all asset classes and trade types
• Supports Monte Carlo and Historical VaR with full revaluation of the portfolio
• Sensitivity analysis and stress testing configured through a highly intuitive interface
• Supports regulatory and market risk requirements

Mitigate risk with a flexible, cloud-based solution that supports counterparty credit risk management and regulatory capital requirements.

Counterparty Credit Risk can assist banks in achieving Internal Model Method (IMM) and SA-CCR compliance and is regularly reviewed to light of consider regulatory changes. This next-generation Risk-as-a-Service solution, deployable in hours, gives you access to raw computational power to enable fast, informed decisions. 

Empower and elevate risk teams to drive value with lightning-fast, on-demand analytics that scale and evolve with your firm.

Whether you are assessing pre-trade risk, challenging investment decisions, or enhancing risk architecture, our BuySide Risk Solution should underpin your investment risk workflow.

This integrated portfolio risk management platform that can help you:

• Calculate Value at Risk (VaR) and expected shortfall using historical or Monte Carlo simulation for assessing market risk
• Determine mandatory risk measures per SEC 18F-4, UCITS, CPO-PQR, FORM-PF and AIFMD rules
• Access decision support tools like stress testing and pre-trade what-if scenarios, to optimise your portfolio

To lead the competition in this fast-paced world of derivatives trading, it is essential that banks have a complete and accurate picture of the true profit and loss and capital associated with potential deals.

The XVA solution delivers deal-time insights to the front office XVA desk via a comprehensive view of the valuation adjustments arising from counterparty credit risk, funding, collateral, and regulatory capital.