overview
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.
