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. |