Next generation market risk platform
Oneview for Market Risk is a cloud-native, market risk management platform, designed to equip financial institutions with real-time, on-demand market risk analytics to accurately assess, monitor, and manage market risks across various asset classes. With its powerful analytics, it provides a holistic view of market risk, from individual trades to enterprise-wide portfolios, supporting pre- and post-trade analysis, ‘what-if’ scenario analysis, and value at risk (VaR) calculations. Operating on a cloud-native, SaaS model, Oneview for Market Risk offers improved performance, scalability, and cost efficiency whilst providing the consistency and flexibility needed to meet complex regulatory reporting requirements and address current market risk challenges.
Capabilities
Enhanced decision-making in trading and risk management
Oneview for Market Risk supports advanced historical and one-step Monte Carlo VaR, sensitivities, stress testing, and back-testing calculations. It also incorporates hybrid modeling to account for correlations between asset classes, leading to more informed and accurate trading and risk management decisions.
Multi-dimensional scenario framework
Users can apply manual shifts or utilize scenario-generated data to calculate sensitivities and other risk measures, enabling comprehensive scenario analysis. The scenario framework is by design flexible and multi-dimensional allowing users to apply any required scenario whether required by regulators, other stakeholders or the traders themselves.
Comprehensive "What-if" trade analysis
Oneview for Market Risk supports comprehensive 'what-if' trade analysis, allowing users to assess potential scenarios before and after trades at both the enterprise and desk levels.
Reduce operational burdens
Oneview for Market Risk’s cloud-native architecture offers enhanced performance, elasticity, and scalability, driving significant cost savings, improved operational efficiency, and increased business agility. Hosted and supported by Numerix's experts under a SaaS model, it reduces operational burdens, empowering clients to focus on core competencies
Numerix Oneview named
“Best Sell-Side Market Risk Product” in the WatersTechnology 2023 Sell-Side Technology Awards
Capital markets awards that speak for themselves
Product factsheet
Oneview for Market Risk
Discover how Oneview for Market Risk revolutionizes market risk management with its next-generation, cloud-native platform.
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FAQs
Q1: What is FRTB and why is it a challenge for bank trading desks?
FRTB (Fundamental Review of the Trading Book) is the Basel Committee's revised market risk capital framework, replacing VaR with a Sensitivity-Based Approach (SBA) and a more rigorous Internal Models Approach (IMA). It requires banks to calculate delta, vega, and curvature sensitivities across all trading book positions, pass P&L attribution tests at the desk level to maintain IMA approval, and apply desk-level capital bucketing. The computational challenge is substantial: these sensitivity calculations must run across all positions, all risk factors, and all required shocks simultaneously — at a precision and speed that legacy systems were not designed to meet. Numerix Oneview for Market Risk is engineered for FRTB-grade sensitivity calculation at enterprise scale.
Q2: What is the difference between FRTB SBA and IMA?
The FRTB Standardized Approach (SBA) uses Basel-prescribed sensitivity-based risk weights and correlation assumptions — consistent across firms, simpler to implement, but typically producing higher capital requirements. The Internal Models Approach (IMA) allows banks to use internal Expected Shortfall models for approved desks, typically generating lower capital but requiring ongoing P&L attribution test compliance and supervisory approval. Desks that fail the P&L attribution test revert to SBA for that desk. Numerix Oneview supports both approaches and enables firms to compare capital under each before committing to an approach.
Q3: How does Oneview for Market Risk handle both real-time and regulatory risk in a single system?
Most legacy risk architectures use separate systems for intraday risk (speed-optimized, approximate) and end-of-day regulatory risk (precise, slower). Oneview for Market Risk is cloud-native and unifies both in a single engine, applying the same pricing models and sensitivity calculations to intraday and end-of-day workflows. This eliminates the P&L reconciliation gaps that arise when intraday and regulatory systems diverge — a common source of FRTB P&L attribution test failures — and enables on-demand risk analytics without waiting for the overnight batch.
Q4: What asset classes does Oneview for Market Risk cover?
Oneview for Market Risk covers all major trading book asset classes: interest rates (swaps, swaptions, bonds, inflation), FX (forwards, options), equity (vanilla, exotic, variance swaps, structured products), credit (CDS, CDX, credit-linked notes), commodities, and hybrid multi-asset structured products. Risk calculations include VaR, Expected Shortfall, FRTB sensitivities, scenario P&L, and stress testing across all asset classes in a unified cross-asset framework.