Risk Management

A pro-active Risk Management system empowering real-time quantification of Value at Risk

Risk management is a 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 has risk management tools which assists an exchange to effectively identify and mitigate risks associated with traders’ portfolios.

Highlights

• Risk Management solutions for 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
• Integration with multiple systems for real-time dissemination of risk details
• Margin benefit to members for mitigating the risk based on inter-commodity or multi-tier positions
• Ability to perform “What if” analysis by changing possible factors determining the risk
• Extensive value added reports to provide data to third party reporting software (Data Warehouse)

Architechture