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
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