Risk Governance

Numeraxial will perform an Independent risk monitors to your firm that are responsible for the design and implementation of the firm’s overall risk management framework and system.


The Process

Numeraxial develops and implements a standard and regulatory risk management process for managing risks across a firm’s line of portfolios. From risk governance to advanced risk control functionalities we also support the trading process.


Risk Policy
Risk Analytics
Risk Monitoring
Risk information standards


Trader Risk

Numeraxial Trader Risk solutions will enable you to answer questions like:
How much can I risk in one single trade?
How much can I risk over the next hour/day/week/ or quarter ?
Get total control over our portfolio positions and anticipate the adverse events.


Solutions

The solutions are deployed as an API and functionalities are streamlined into your favorite platform. The solution features:

  • Risk per Trade
  • Fixed Dollar-Amount Risk
  • Risk Capital
  • Percentage Risk
  • Risk per Sector
  • Value at Risk Limit
  • Dollar Risk per contract
  • Merging to Equity
  • Risk of Ruin
  • LIMIT

  • Average P&L
  • Price Volatility
  • Standard Deviation
  • Sharpe Ratio
  • Percentage of Winning
  • Diversification
  • Slippage
  • Stop-Loss Risk
  • EXECUTION

  • Trading Level
  • Business Unit
  • Corporate Level
  • System
  • CONTROL

Solution Overview

Numeraxial's value at risk system provides an integrated risk assessment, analysis, and management designed for retail and medium sized investors to prevent from risk exposure and risk control. This solution offers regulatory VaR frameworks, stress testing, robust functionalities, investor-friendly, provides accurate risk estimates performed in realitime, periodically, and at different business levels.


VaR Model

WHAT ASSET CLASSES DO WE COVER?
  • Stocks
  • US Treasuries
  • Corporate Bonds
  • Municipal Bonds
  • Interest Bearing Securities
  • International Government Bonds
  • Derivatives
  • Financial Exchance
  • Commodities
WHAT METHODOLOGIES DO WE PROVIDE?
  • Full Valuation
  • Historical VaR
  • Monte Carlo based VaR
  • Analytical VaR
  • Stress-VaR
  • Relative VaR
  • Simulated Annealing based Risk
  • Marginal VaR
  • Incremental VaR
  • Expected Short Fall
  • VaR Back Testing

Greeks

EQUITY FX RATES
Delta FX Delta IR01 Currency Forwards Basic Risk
Gamma FX Gamma IR01 Currency Spot Option Risk
Vega FX Vega IR01 Parallel Spot Yield Curve Risk
Theta Repricing Risk
Rho

HOW OFTEN DO WE PROVIDE IT?
  • Real-Time
  • Intra-Day
  • Costumized
  • Daily
  • Weekly
  • Monthly
HOW IS IT DELIVERED?
  • On Premise
  • Secured FTP
  • API

Porfolio Models

Mutual Funds

Stocks

Corporate Bonds

Stock Options