overview

 

 

 


Next Generation Market Risk Platform


Oneview for Market Risk provides on-demand, pre-and post-trade market risk analytics – at both the desk and enterprise level.

It supports enterprise risk management with a full suite of on-demand, pre-and post-trade market risk analytics, slice and dice capabilities and ‘what-if’ scenario analysis, along with VaR calculations, enabling users to gain a more accurate view of market risk from the trade level to across the enterprise.

Unique to the industry, Oneview for Market Risk supports advanced historical and one-step Monte Carlo VaR, sensitivities, stress testing and back testing calculations. It incorporates hybrid modeling to account for correlations between asset classes in generating future market scenarios – leading to more informed trading and risk decisions. Moreover, Oneview for Market Risk's cloud native architecture and Software as a Service (SaaS) operating model also help users take full advantage of the monumental improvement in performance, elasticity and scalability the cloud presents to achieve better operational efficiency and reduce the total cost of ownership of the system for clients.

Oneview for Market Risk’s wide range of functionality and risk reporting capabilities provides the consistency and flexibility market participants need to meet the complex regulatory reporting requirements and market risk challenges they face today.  

capabilities

Pre- and Post-Trade Risk   

 

Use intuitive market risk dashboards and on-demand analytics to perform and view historical VaR, Monte Carlo VaR, sensitivities, stress testing and back testing calculations.

Scenario Analysis for Sensitivities                               

 

Apply manual shifts or use scenario-generated data to calculate sensitivities and other risk measures.

Customizable View of Risk 

 

View risk at the portfolio or trade level, by desk, type, sector, region, currency or other custom groupings and set up ad-hoc and scheduled VaR runs. Users also have the flexibility to define and setup the parameters for stress testing, back testing, sensitivities and VaR runs.

Comprehensive Risk Reporting   

 

Choose from an extensive list of reports—which can be run on the entire portfolio or a subset of trades—including:  Pricing, P&L, Greeks, VaR (Historical, Stressed), VaR Analysis (Incremental, Marginal, Component, Standalone, Back-Allocated), Expected Tail Loss/Expected Shortfall, Volatility (Variance/Standard Deviation), Back-testing Reports, Historical Analysis Reports, Custom Risk Reports. 

 "What-if" Trade Analysis

 

Supports comprehensive 'what-if' trade analysis, available pre-and post-trade, at the enterprise or desk level.

Supports Extensive On-Demand Market Data   

 

Including: FX Rates, Yield Curves, OIS Curves, Commodity Curves, Dividend Curves, Real Rate Curves, Cap Volatilities, Swaption Volatilities, FX Volatilities, EQ Volatilities, Cross Currency Correlations, Forward LIBOR Correlations, Credit Curves, Credit Index Model Correlations, Credit Index Base Correlations, General Rate Correlations, EQ, SR Futures, Tbond Prices, and CPI.

Officially licensed by ISDA to offer SIMM™ analytics   Generates sensitivities as per SIMM™ methodology and support all four product classes as defined by SIMM™ 
Benefits & Features
  • Make Better Trading and Risk Management Decisions
    Understanding the pre-and post-trade market risk behind a trade or portfolio enables users to better analyze the risks they are assuming, approach risk and trade profitability more holistically, and therefore make better trading decisions.

  • Enterprise-level Risk Management
    Users can gain a more holistic and consistent view of market risk across the enterprise with a platform for enterprise level risk management .

  • Stay Ahead of Market Risk-Based Capital Requirements
    Meet market risk capital requirements such as FRTB, security-based swap dealer capital requirements etc. through the combination of sensitivity calculations, stress tests, Historical, Monte Carlo and Stressed VaR. Oneview for Market Risk also includes a compliant back-testing framework.

  • Fulfill Risk Reporting Requirements
    Comprehensive and customizable real-time risk reporting capabilities, back-testing, historical and custom risk reports, enable users to fulfill regulatory and other reporting requirements.

  • Cloud Native Architecture
    Users will be able to take full advantage of all the cloud has to offer including enhanced performance, elasticity and scalability. This will lead to significant increases in cost savings, staff productivity, operational resilience, and business agility, all of which increase a firm’s competitiveness and ability to succeed in today’s – and tomorrow’s – markets in the long run.

  • Software as a Service (SaaS) Model
    Our experts host Oneview for Market Risk on the cloud and provide ongoing operational support to give our users the ability to focus on their core business competencies while reducing their operational burden. 
Additional Resources
Research & Insights
Market Risk Research & Insights from Numerix
Product
Numerix Oneview - Capital Markets Risk Management System for Today’s Markets

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