With a customizable infrastructure at its core, Oneview for Market Risk provides real-time, pre-and post-trade Market Risk analytics—at both the desk and enterprise level.

Oneview for Market Risk supports enterprise risk management with a full suite of real-time, pre-and post-trade market risk analytics. Slice and dice capabilities and ‘what-if’ scenario analysis, along with all flavors of VaR, enable users to gain a more accurate, consistent and holistic view of risk across the enterprise—leading to more informed trading decisions.

Unique to the industry, Numerix supports an advanced one-step Monte Carlo VaR calculation, which incorporates hybrid modeling to account for correlations between asset classes in generating future market scenarios. Moreover, Oneview Market Risk supports Limits Monitoring and provides the Limits Management framework that today’s market participants require.

From P&L to VaR through backtesting and historical analysis—our wide range of comprehensive and flexible risk reporting capabilities are essential in meeting growing regulatory reporting requirements. 

And learn more about how Numerix addresses the demands of FRTB by exploring Numerix FRTB.


Pre- and Post-Trade Risk   


'Slice and Dice', using intuitive Market Risk dashboards and real-time analytics to calculate and view all flavors of VaR, P&L and VaR analysis. 

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.

Comprehensive Risk Reporting   


Choose from an extensive list of reports—which can be run on the entire portfolio or a subset of trades—including: Mark-to-Market, P&L, Greeks, VaR (Historical, Stressed, Monte Carlo, 'One-Step' Monte Carlo), VaR Analysis (Incremental, Marginal, Component), 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.

Limits Monitoring     


Set and monitor scenario-based trading limits on any sub-portfolio (division, desk, trader). Provides Limits Management framework.

Supports Extensive Real-time 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.

Benefits & Features
  • Enables More Informed Trading 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.

  • Supports 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 and risk calculations.

  • Meet Market Risk Based Capital Requirements
    Meet market risk capital requirements through the combination of Normal (Monte Carlo)VaR and Stressed VaR, including compliant back-testing  framework for Monte Carlo VaR.

  • 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.

  • Cost-effective
    The flexibility, customizability and scalability of our CrossAsset platform and infrastructure enables Numerix to provide desk-level or enterprise-wide analytics, for a single asset-class or an entire portfolio, to grow with your individual requirements. 
Additional Resources
Press Release
Numerix Introduces Oneview
Press Release
Numerix Oneview Named 2016 Market Risk Product of the Year
News - Article PDF
2016 Risk Awards | Market Risk Technology Product of the Year
Video Blog
FRTB Market Risk Capital Fundamentals Explained
Video Blog
FRTB Market Risk Management: Planning & Executing a Strategic Plan
Research & Insights
Market Risk Research & Insights from Numerix
Market Risk Solutions: Achieve a Holistic View of Market Risk Exposures, Robust...

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