Risk management is a pro-active, real-time solution that provides advanced analytics and quantification of entity obligations based on the widely accepted models CME-SPAN®, Value at Risk (VaR) and thumb rule. The system has risk management tools which assists an exchange to effectively identify and mitigate risks associated with traders’ portfolios.
Highlights
Risk Management solutions for Multi-Asset and Multi-Currency Products
Margin computation based on thumb rule, VaR and CME-SPAN®
Mark-to-Market (MTM) based Alerts and Margin based Alerts
Risk Management at Account Type level
Real-time risk analysis and management with minimal user intervention
Integration with multiple systems for real-time dissemination of risk details
Margin benefit to members for mitigating the risk based on inter-commodity or multi-tier positions
Ability to perform “What if” analysis by changing possible factors determining the risk
Extensive value added reports to provide data to third party reporting software (Data Warehouse)
Architecture
