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Trade smarter with optimized analytics, opportunity spotting, and risk management capabilities.

Sensitivity & Diversifcaton Screen

We calculate deltas for the rates, credit and equity, default and prepayment metrics.

We show sum exposures, sliceable by different metrics.

We calculate DTS exposures along major axes.

Future Scenarios

We calculate multiple future scenarios based on past volatility and implied volatility. We use analytics to improve tail risk scenarios.

We use those to calculate metrics like VaR, CVaR and identifying risky cases.

Backtesting & Clustering

We map the portfolio to similarity buckets, and run the portfolio over the past.

This helps you identify risky market environments and realistic effects of market conditions

Portfolio & Risk Optimization

Optimal leverage

Optimal portfolio construction

Optimal capital allocation

Accounting for tail risks