Oneview for Market Risk

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.