Risk Analysis

Risk analysis for account(s) real or potential market exposure and margin requirements.



The real-time processing of balances, margin and linked positions, when combined with real-time portfolio valuations, can provide the tools to perform vital risk analysis in an efficient manner.
"What If" Scenarios - ability to change portfolio positions and/or valuations in order to gauge potential market exposure. Scenarios can be run at a variety of levels: Account, Group/Desk, Branch, and Firm. Price movements can be made on an individual security level or by sector (SIC or in-house) codes/classes. Process can also calculate the affect on margin requirements and the impact of the change of eliminating one side of a linked position.
Concentration - exception reporting on accounts (or groups of accounts) with undue concentration (user defined) by security or sector.