Custom development Risk and Performance Reports
Risk management has changed. Due to the Regulators’ pressure to avoid uncontrolled systemic risk, most financial firms have decided to merge front and middle office risk management to unify their risk measures and methodologies.
This essential change led financial institutions to find ways to deal with massive streams of fast moving data, while pricing models are no longer a way of differentiation.
That is why, with our CEP partners, we have recently complemented our offer with a a range of IT services, bringing fluidity between the business and the IT and significantly quickening the projects delivery.
Some of the projects, we can help you with :
- Real Time VaR calculation
- Real time limits monitoring
- Pre-trade risk management
- CVA calculation
- Algorithmic trading
- Counterparty exposures monitoring
- Close to real-time back-testing
- New pricing models
- Data warehouse optimisation
- Stress testing construction
Risk management is all about building the right architecture with the right components
Most of our customers want to move from their End of Day risk management framework to real-time risk monitoring. Therefore, they are rebuilding their own specific risk management architecture with new technological components to be able to meet this ambitious target
For example, rather than replacing a risk analytics system entirely, they may choose to marry the analytics from the existing system, which tend to be sophisticated, with a platform that could deal with massive streams of fast moving data.
To help our customers adapt to the new demands in the risk management area, we have decided to expand our services to custom development.