Next generation market risk platform

Oneview for Market Risk is a cloud-native, market risk management platform, designed to equip financial institutions with real-time, on-demand market risk analytics to accurately assess, monitor, and manage market risks across various asset classes. With its powerful analytics, it provides a holistic view of market risk, from individual trades to enterprise-wide portfolios, supporting pre- and post-trade analysis, ‘what-if’ scenario analysis, and value at risk (VaR) calculations. Operating on a cloud-native, SaaS model, Oneview for Market Risk offers improved performance, scalability, and cost efficiency whilst providing the consistency and flexibility needed to meet complex regulatory reporting requirements and address current market risk challenges.
 

Capabilities

Enhanced decision-making in trading and risk management

Oneview for Market Risk supports advanced historical and one-step Monte Carlo VaR, sensitivities, stress testing, and back-testing calculations. It also incorporates hybrid modeling to account for correlations between asset classes, leading to more informed and accurate trading and risk management decisions.

Multi-dimensional scenario framework

Users can apply manual shifts or utilize scenario-generated data to calculate sensitivities and other risk measures, enabling comprehensive scenario analysis. The scenario framework is by design flexible and multi-dimensional allowing users to apply any required scenario whether required by regulators, other stakeholders or the traders themselves.

Comprehensive "What-if" trade analysis

Oneview for Market Risk supports comprehensive 'what-if' trade analysis, allowing users to assess potential scenarios before and after trades at both the enterprise and desk levels.

Reduce operational burdens

Oneview for Market Risk’s cloud-native architecture offers enhanced performance, elasticity, and scalability, driving significant cost savings, improved operational efficiency, and increased business agility. Hosted and supported by Numerix's experts under a SaaS model, it reduces operational burdens, empowering clients to focus on core competencies

Benefits

  • Holistic risk management

    Oneview for Market Risk supports enterprise-level risk management, providing a consistent and comprehensive view of market risk across the organization. Users have full transparency of the underlying calculations, enabling better trading and risk management decisions.

  • Regulatory compliance

    Oneview for Market Risk helps meet complex regulatory reporting requirements, such as FRTB, SIMM, 18f-4 and security-based swap dealer capital requirements, through its customizable, real-time risk reporting capabilities and compliant back-testing framework.

  • Customizable view of risk

    Oneview of Market Risk allows users to view risk at the portfolio or trade level, by desk, type, sector, region, currency, or other custom groupings. It also supports ad-hoc and scheduled VaR runs, providing flexibility in defining and setting up parameters for stress testing, back-testing, sensitivities, and VaR calculations.

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