Next Generation Market Risk Platform
Oneview for Market Risk provides on-demand, pre-and post-trade market risk analytics – at both the desk and enterprise level.
It supports enterprise risk management with a full suite of on-demand, pre-and post-trade market risk analytics, slice and dice capabilities and ‘what-if’ scenario analysis, along with VaR calculations, enabling users to gain a more accurate view of market risk from the trade level to across the enterprise.
Unique to the industry, Oneview for Market Risk supports advanced historical and one-step Monte Carlo VaR, sensitivities, stress testing and back testing calculations. It incorporates hybrid modeling to account for correlations between asset classes in generating future market scenarios – leading to more informed trading and risk decisions. Moreover, Oneview for Market Risk's cloud native architecture and Software as a Service (SaaS) operating model also help users take full advantage of the monumental improvement in performance, elasticity and scalability the cloud presents to achieve better operational efficiency and reduce the total cost of ownership of the system for clients.
Oneview for Market Risk’s wide range of functionality and risk reporting capabilities provides the consistency and flexibility market participants need to meet the complex regulatory reporting requirements and market risk challenges they face today.
Pre- and Post-Trade Risk |
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Use intuitive market risk dashboards and on-demand analytics to perform and view historical and Monte Carlo VaR, sensitivities, as well as stress testing and back testing calculations. |
Scenario Analysis for Sensitivities |
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Apply manual shifts or use scenario-generated data to calculate sensitivities and other risk measures. |
Customizable View of Risk |
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View risk at the portfolio or trade level, by desk, type, sector, region, currency or other custom groupings and set up ad-hoc and scheduled VaR runs. Users also have the flexibility to define and setup the parameters for stress testing, back testing, sensitivities and VaR runs. |
Comprehensive Risk Reporting |
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Choose from an extensive list of reports—which can be run on the entire portfolio or a subset of trades—including: Pricing, P&L, Greeks, VaR (Historical, Stressed), VaR Analysis (Incremental, Marginal, Component, Standalone, Back-Allocated), Expected Tail Loss/Expected Shortfall, Volatility (Variance/Standard Deviation), Back-testing Reports, Historical Analysis Reports, Custom Risk Reports. |
"What-if" Trade Analysis |
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Supports comprehensive 'what-if' trade analysis, available pre-and post-trade, at the enterprise or desk level. |
Supports Extensive On-Demand Market Data |
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Including: FX Rates, Yield Curves, OIS Curves, Commodity Curves, Dividend Curves, Real Rate Curves, Cap Volatilities, Swaption Volatilities, FX Volatilities, EQ Volatilities, Cross Currency Correlations, Forward LIBOR Correlations, Credit Curves, Credit Index Model Correlations, Credit Index Base Correlations, General Rate Correlations, EQ, SR Futures, Tbond Prices, and CPI. |
Officially licensed by ISDA to offer SIMM™ analytics | Generates sensitivities as per SIMM™ methodology and support all four product classes as defined by SIMM™ |