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Risk Insights that Matter
Risk managers need a wide range of risk measures to create a comprehensive picture of risk across their portfolios. Current processes focus on synthesizing large amounts of data and generating results rather than deriving meaningful insights.
By automating processes and transforming data into usable information, we provide you with an understanding of the overall level of credit risk, market risk and asset liquidity in your portfolios, how that risk has changed, what caused the changes, and what can be done about it. In short, insights that matter.
By automating processes and transforming data into usable information, we provide you with an understanding of the overall level of credit risk, market risk and asset liquidity in your portfolios, how that risk has changed, what caused the changes, and what can be done about it. In short, insights that matter.
Market Risk
RISIKO provides a fast track route to managing market risk measures such as market valuation, VaR and risk sensitivities offering immediate business benefits without the need for expensive, long drawn-out implementation projects.
RISIKO uses advanced technology to offer an ultra-fast analysis tools, whereby clients access the analysis through web-based navigator or API service. Using pivots and charts, reports and graphing can be easily displayed and multiple drilldown possibilities.
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Credit Risk
RISIKO provides various methodologies for both sell-side and buy-side risk analytics requirements. Credit VaR is based on credit migration analysis, where it models the full forward distribution of the values of any bond portfolio. Credit VaR of a portfolio is derived as the percentile of the distribution corresponding to the desired confidence level. Alternatively, RISIKO provides a leading probability of default model for managing the credit risk of listed firms based on market prices and debt structure of the firms, allowing the identification of names at-risk of default for pre-emptive measures.
Asset Liquidity Risk
RISIKO leverages financial datasets to provide data-driven quantitative evaluation of market liquidity across multiple asset classes. RISIKO enhances risk management and investment processes by allowing clients to estimate liquidation cost and horizon at a position level under current market conditions, and stress scenarios. It provides potential changes in liquidity based on changing market conditions and allows customisation of model parameters to create firm-specific views, scenario analysis and stress tests.