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Trade smarter with optimized analytics, opportunity spotting, and risk management capabilities.
Sensitivity & Diversifcaton Screen
Sensitivity & Diversification Screens
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
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
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
Portfolio & Risk Optimation
Optimal leverage
Optimal portfolio construction
Optimal capital allocation
Accounting for tail risks
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