Real Time Risk Analysis

Numeraxial Real Time Risk Analysis provides synchronization of the back and front offices functionalities to deliver trading desks with pre-trade, up-to-date portfolio risk positions, intra-day Mark-to-Market & Greeks, portfolio exposure and risk monitoring


Risk Analysis Solution

Numeraxial pre-trade analysis enables investors and traders to prescreen for instrument risk profile using histroical time series data for ex-ante risk analysis providing a powerful capability for portfolio overall control.

The solution offers regulatory standard risk framework, stress testing, robust functionalities, user friendly, accurate estimated based on proprietary methods of risk calculation performed in real time, periodically and at different level business level.

Front & Middle Offices Synchronization

  • Proprietary Risk Calculations
  • Put in Sync Risk Values
  • Asset Classes
    • Equities
    • Fixed Income
    • Derivatives
    • Commodities
  • Alignment

Real Time Market Risk

  1. Regulatory VaR
  2. Simulation VaR
  3. Historical VaR
  4. Mark-to Market
  5. Greeks
  6. Interest Rate Risk

Credit Risk

  1. Credit exposures
  2. Conterparty Credit Risk
  3. Standard Models
  4. Enterprise-level credit report
  5. Regulatory Reports Basel III
  6. Risk Weighted Assets (RWA)
  7. CVA/DVA

Operational Risk

  1. Data System Auduting
  2. Baisel III Standard
  3. Develop Reliable & High-Availability System
  4. Provision for System failure
  5. System Efficiency
  6. System Robustness

Solutions & Services ...ready to use!

Full Investment Risk Solutions

VaR System

Market Risk

Numeraxial Market risk Analytics Platform captures all your trade risk across asset classes in the portfolio and compute various market risk measures using different methologies,including the VaR-System, at different levels. The key features of Numeraxial Risk Analytics Platform include the following: Compute the VaR using various analytical models, historical, Monte Carlo at different levels. Calculation of various risk measures such as delta, duration, convexity, risk decomposition, in real time and on demand. Scenario analysis, advanced what-if analysis, and P&L decomposition. Portfolio stress testing with custom scenarios and back testing functions.


Asset Classes


Stock

  • Govt Bonds
  • Corpoare Bonds
  • Interest Rate Products
  • Municipal Bonds
  • Loan
  • Mortgage Backed Securities
  • Stock Options
  • Bond Options
  • Futures
  • FRA
  • Long-Short
  • Distressed
  • Fixed Income
  • Income Investor
  • Asia
  • Africa
  • South-America
  • South-East Asia

  • Index
  • Equity
  • Commodities
  • Fixed Income

Credit Risk

Numeraxial provides standard and regulatory credit risk models to small and medium firms including community banks, regional banks and debt investors. The new regulatory environment has brought a scrutiny on debt market participants.


Methodologies

Regulatory Models

  • VaR
  • Credit VaR
  • CVA/DVA
  • Effective EPE-PFE
  • Standard Capital Charge
  • Stress-tesing
    • EBA
    • DFA
    • CCAR

Simulation Models

  • Merton Model
  • KMV Model
  • ICR
  • CMR

Credit Models

  • Off-Balance-Sheet Credit Risk
  • PD-LGD
  • RWA
  • CEA: Credit Equivalent Amount
  • IRB, F-IRB, A-IRB
  • Loan Model
  • Standard Capital Charge

Credit Risk Solutions & ...ready to use!

Debt & Credit portfolios

Credit Risk

Operational Risk

Numeraxial operational risk services provide the standardized measurement approach SMA,additionally we offer high performing solutions to streamline your trading desk or business units risks. We scan for points of vulnerabilities, identify the weak spots along the line of your investment operation process add great value for your enterprise risk and control