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A real-time portfolio and risk management system offering exposure analysis, stress testing, historical and parametric VaR, and scenario analysis. Provides end-of-day and intraday risk analytics across asset classes.
Solutions for assessing counterparty credit risk, setting and monitoring credit limits, and managing collateral requirements for margin accounts and securities lending.
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Automated Credit Scoring Automatically calculates a risk score for each counterparty using financial and behavioral data. |
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Custom Risk Metrics Supports user-defined credit scoring methodologies and risk indicators. |
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External Data Integration Ability to incorporate data from credit bureaus and third-party financial sources. |
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KYC Documentation Storage Securely stores and manages Know Your Customer (KYC) documentation. |
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Adverse News Screening Automatically checks for negative news impacting counterparties. |
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Portfolio Concentration Limits Monitors exposure to individual issuers or sectors. |
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Peer Benchmarking Provides relative risk assessment versus peer group data. |
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Assessment Speed Time to generate initial risk score for a new counterparty. |
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Automated Alerts Notifies the risk manager of changes in creditworthiness or breaches in risk policy. |
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Audit Trail of Assessments Keeps a record of all risk assessments and changes in counterparty status. |
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Dynamic Limit Calculation Calculates real-time credit limits considering exposures, collateral, and creditworthiness. |
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Manual Override Capability Allows risk managers to manually adjust credit limits within policy parameters. |
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Limit Hierarchies Supports group- and entity-level limit aggregation. |
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Exposure Netting Net exposures across bilateral and multilateral counterparties. |
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Limit Breach Alerts Real-time notifications when credit limits are approached or breached. |
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Proposed vs. Current Limit Comparison Displays side-by-side views of suggested limit changes. |
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Average Limit Calculation Speed Average time required to recalculate limits after a trade or market action. |
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Historical Limit Tracking Audit trail of all limit changes and rationale. |
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Credit Utilization Reporting Measures the proportion of credit limits in use. |
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Limit Recommendation Engine AI-driven module to suggest credit limits based on risk appetite and counterparty profile. |
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Multi-currency Limit Support Ability to set and monitor limits in several currencies simultaneously. |
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Real-time Exposure Calculation Calculates net and gross exposures continuously during trading hours. |
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Intraday Exposure Updates Frequency of intraday exposure recalculations. |
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Cross-product Exposure Aggregation Aggregates exposures across derivatives, margin lending, repo, and cash products. |
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Trade-level Drilldown Ability to drill from portfolio to individual trade exposures. |
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Stress Testing on Exposures Applies market shocks and scenarios to simulate exposure changes. |
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Expected Exposure Calculation (EPE/PFE) Calculates Expected Positive Exposure / Potential Future Exposure. |
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Exposure Reporting Dashboard Provides visualization and reporting tools for exposures. |
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Exposure Aging Analysis Analysis of how long exposures have been held. |
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Multi-asset Support Tracks exposures across equities, fixed income, FX, and derivatives. |
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Intraday Peak Exposure Recording Records and reports on peak exposures during the day. |
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Collateral Valuation Engine Real-time calculation of collateral values and haircuts. |
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Eligibility Checks Enforces collateral eligibility and concentration limits. |
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Margin Call Automation Automated calculation and issuance of margin calls. |
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Optimization Algorithms Suggests optimal allocation of collateral across portfolios/counterparties. |
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Dispute Management Workflow Tracks and manages margin/collateral disputes. |
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Substitution Processing Facilitates collateral substitution and tracking. |
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Multi-asset Collateral Support Supports cash, securities, and non-cash collateral types. |
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Collateral Coverage Ratio Measures percentage of exposure covered by collateral. |
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Real-time Collateral Shortfall Alerts Instant notification of insufficient collateral. |
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End-of-day Margin Call Volume Number of margin calls processed per day. |
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Intraday Margin Calculations Frequency of updating margin requirements within the trading day. |
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Scenario Margining Margin requirements can be run under stress or ‘what-if’ scenarios. |
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Portfolio Margining Margin calculation considers risk offsets at the portfolio level. |
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Real-time Breach Notification Detects and notifies about margin breaches as they occur. |
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Minimum Margin Enforcement System enforces predefined minimum margin requirements. |
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Margin Requirement Analytics Visual analytics and reporting for margin set, called, and posted. |
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Historical Margin Utilization Reporting Tracks margin utilization trends over time. |
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Automated Liquidation Triggers Auto-initiates asset liquidations if margin calls are not met. |
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Multi-currency Margin Support Handles margin calculations across multiple currencies. |
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Client Notification Workflow Automated communications for margin requirements. |
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Custom Report Builder Enables users to design customized credit risk and exposure reports. |
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Regulatory Reporting Templates Predefined templates for BASEL, EMIR, and other regulatory regimes. |
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Trend Analysis Tools Analyze trends in exposure, margin, and limit breaches. |
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Real-time Dashboard Widgets Allows for live visualization of exposures and limit statuses. |
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Export to Multiple Formats Supports data export in XLS, PDF, CSV, XML, etc. |
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Scheduled Report Automation Automatic generation and distribution of risk reports. |
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Access and Permissions Management Controls report access by user, group, or role. |
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Drill-down/Drill-through Reporting Interactive exploration from summary to detail in reports. |
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Exception and Outlier Detection Flags exposures or limit utilizations that deviate from historical norms. |
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Report Generation Speed Time taken to produce standard risk reports. |
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API Availability Exposes RESTful and/or SOAP APIs for data exchange. |
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FIX Protocol Support System supports FIX messages for trading and credit checks. |
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Plug-ins for Major OMS/EMS Pre-built interfaces to most major Order/Execution Management Systems. |
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Batch Import/Export Handles large data imports/exports on a scheduled or ad-hoc basis. |
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Real-time Data Feed Integration Integrates with market data, reference data, and clearing services. |
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Single Sign-On (SSO) Seamless authentication integration via SSO protocols. |
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Custom Integration Toolkit Provides tools for building custom connectors or adapters. |
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Latency of Integration Minimum time delay for real-time data synchronization. |
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Cloud-native Support Ready for use in public/private/hybrid cloud environments. |
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Data Transformation Utilities Automated translation/mapping between external and internal data formats. |
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Role-based Dashboards Tailors presentation and data access by user role (risk, sales, operations, etc.). |
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Self-service Configuration Users can customize workflows, alerts, and reports without IT intervention. |
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Notification Preferences Users can define how and when to receive alerts (email, in-app, SMS). |
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Accessibility Features Supports accessibility standards for visually or physically impaired users. |
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Multi-language Interface System provides UI in multiple languages. |
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Web and Mobile Access Available via both web browser and mobile applications. |
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Custom Theme/Branding Allows organizations to apply their own branding and style. |
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Average Screen Load Time Time to load standard user interface screens. |
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Help and Training Modules Built-in training and contextual help documentation. |
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User Feedback Mechanism In-app submission of suggestions, feature requests, or issues. |
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Data Encryption Uses strong encryption for data at rest and in transit. |
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Access Control Robust, configurable permissions down to the field level. |
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Audit Logging Full logs of user activities and system events. |
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GDPR/CCPA Compliance System facilitates compliance with privacy regulations. |
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Secure API Authentication Supports OAUTH2, SAML, or similar protocols. |
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Penetration Testing Status Whether the product undergoes regular penetration tests. |
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Segregation of Client Data Prevents access to one client’s data from another client’s users. |
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Automated Compliance Checks System runs policy checks on all risk and limit actions. |
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Configurable Data Retention Policies Ability to set data archival/scrubbing rules for regulatory retention. |
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Incident Response Time Expected time to respond to security/compliance alerts. |
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Real-time Breach Alerts Instant notifications of exceeded credit limits, margin shortfalls, or other key thresholds. |
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Configurable Alerting Rules Users can define custom alerting logic and thresholds. |
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Alert Escalation Workflow Escalates unaddressed alerts to higher-level management. |
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Alert Delivery Methods Methods supported (email, SMS, push, system inbox). |
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Historical Alert Log Full history of triggered alerts and user responses. |
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User Acknowledgement Tracking Requirement and tracking of user acknowledgement on critical events. |
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Average Alert Delivery Latency Time to deliver and acknowledge alerts. |
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Automated Remediation Initiates workflow actions (e.g., block trades) when breaches persist. |
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24/7 Monitoring Capability Around-the-clock surveillance of critical risk metrics. |
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Alert Prioritization Ranking and color-coding of alerts by criticality. |
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Bulk User Administration Add, edit, or remove multiple users simultaneously. |
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Self-healing Infrastructure Automated system recovery and failover capability. |
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Scheduled Maintenance Tools Tools for system updates, backups, and maintenance windows. |
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Health Monitoring Dashboard Live view of system health and component status. |
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Change Management Logging Full audit of all configuration and maintenance changes. |
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Automated Uptime Reporting Automated calculation and alerting for system availability. |
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Average System Downtime Average downtime per month during maintenance or outage. |
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Automated Backup Scheduling Schedule and execute regular full/system backups. |
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Role-based Administration Controls Limits admin function access by role. |
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Cloud or On-prem Deployment Option Available for either on-premises or cloud environments. |
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