Risk calculations require a lot of market data from many different sources, both internal and external. Managing the required data can become a tedious and complex task. RiskMine Chronos is designed to manage all types of time series data with APIs for easy integration.

Automated collection and sophisticated cleaning algorithms, with built-in connectors for multiple data vendors, Chronos will centralise all market data for risk creating a single source of truth. Central data provides canonical identifiers and consistent data across all risk reports.

Automated Data Collection

  • Bloomberg Per Security & Back Office
  • Reuters Data Select
  • Markit, Xignite, iVolatility, OptionMetrics, etc.
  • Moody’s, S&P etc.
  • Internal databases and front office systems


  • Easy to use APIs
  • Flexible file format
  • Easily copy & paste to and from Excel
  • Pluggable exception logic


A sophisticated user interface gives access to all the time series data with the ability to edit and approve data points for downstream calculations, providing built-in audit trails and security.

  • Desktop application
  • 2D and 3D visualisation
  • Browse and interact with the data
  • Create composite data series
  • Exception Search
  • Data approval

Data Quality

Powerful user-defined rules for exception searching, data cleaning and automated approvals reduce manual data management significantly, including corporate actions and dynamic data subscriptions.

  • User defined exception rules
  • NMRF monitoring and tagging
  • Automated approval
  • Gap interpolation
  • Exception reports
  • Audit Trails

RiskMine Chronos is a standalone module of RiskMine and can be installed independently of other components. It is designed to integrate quickly into existing environments and systems.