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Risk Management
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Risk Management
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Risk Management Risk Analysis and Management System is pro-active, real time solution that provides advanced analytics and quantification of entity obligations based on the widely accepted models CME-SPAN®, Value at Risk (VaR) and thumb rule. The system assists the exchange to effectively identify and mitigate risks associated with traders’ portfolios.
 
 
Highlights
 
  • Risk Management of Multi-Asset and Multi-Currency Products
  • Margin computation based on thumb rule, VaR and CME-SPAN®
  • Mark-to-Market (MTM) based Alerts and Margin based Alerts
  • Risk Management at Account Type level
  • Real time risk analysis and management with minimal user intervention
  • Ability to perform “What if” analysis by changing possible factors determining the risk
  • Margin benefit to members for mitigating the risk based on inter-commodity or multi-tier positions
  • Integration with multiple systems for real time dissemination of risk details.
  • Extensive value added reports to provide data to third party reporting software (Data Warehouse)
 
 
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