Hosted RiskWatch

• Upload user portfolios
• Create custom instruments
• Build custom scenarios
• Run advance Stress Tests
• Run Scenario Optimization
• Preloaded Risk Factors
• Integrated Reference Data
• Integrated Lipper Holdings
• Remote Desktop Access
• Online ticket support

Category:

Description

Contact RiskGrid about Hosted RiskWatch solutions.  RiskGrid offers access to pre-configured instances of Algorithmics/RiskWatch hosted in the cloud including the following features:

  • Risk modeling based on underlying holdings using Mark-to-Future (MtF) technology.
  • Financial instrument coverage for more than 20 different geographical markets
    and 400 financial products covering all major asset classes including fixed income,
    foreign exchange, equity, credit, energy, commodity and both list and OTC derivative
    markets.
  • API to include 3rd-party valuation models.
  • Supports wide range of risk analytics including VaR, CVaR, Stress Testing, Relative Risk, Marginal Risk, Counter-party credit exposures.
  • Supports aggregation at multiple levels and classification attributes including sectors, security type, maturity buckets, asset classes and user-defined hierarchies.
  • Supports cashflow analysis and balance sheet ALM modeling including Earnings-at-Risk.
  • Advanced Scenario generation including historical and multi-step Monte Carlo methods.
  • Dynamic trade strategies which incorporate scenario based reinvestment rules.
  • Supports What-If and Limits Monitoring.
  • Pre-loaded scenario data for VaR and Stress Test analysis.
  • Risk Factor and curve modeling for all major asset classes include interest rates, volatility curves,
    commodity curves, FX Forward Curves, equity and macro indices, credit spreads, and inflation curves.
  • CSV and XML data mapping tools and user-friendly export interface to create custom reports.
  • VBA Scripting of workflow, reporting and end-to-end batch jobs.
  • Reference data loaders with leading sources including Thomson Reuters and ICE Data Services.
  • Advance Scenario-based Optimization for goal-based and liability-based asset management.

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