Razor Risk

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Razor Risk Technologies develops, delivers and supports Razor, an integrated enterprise risk solution serving leading participants in the global financial markets. Razor provides: 

• Real-time integrated credit and market risk information
   
• Comprehensive economic and regulatory capital calculations
   
• Flexible stress-testing and scenario analysis functionality
   
• Single counterparty view across the banking and trading books
   
• Compliance with Basel, IOSCO, FSA and other regulatory bodies
   
• Standard and custom margin calculations in real-time
   

Razor Risk and Numerix
For clients with highly complex derivatives, Razor provides additional support by integrating Numerix analytics. This allows quantitative risk analysts to make use of the Numerix model library via Razor’s API. Computationally intensive tasks such as model calibration can be handled separately from pricing—permitting farming and pre-caching of such tasks.

Users also have the advantage of deploying Numerix risk models in Razor with no computational overhead, enabling them to include high-margin products that would otherwise get treated as risk “add-ins” in their risk modeling.