Flexible Risk Aggregation
All the necessary data in one place
Improve operational efficiency, reduce errors in unnecessary manual work and enjoy the power of seamless risk aggregation. RiskMine provides an entirely automated data pipeline for a firm’s risk data in any format. It incorporates automation to collect, process and aggregate in an efficient and scalable manner. Flexible configuration and bespoke in-memory cubes mean Risk Managers spend less time fighting daily data issues and more time achieving their goals.
On-demand Stress Testing
Freedom from the restraints of front office systems
Regulatory requirements as well as prudent risk management needs call for comprehensive stress testing abilities. Whether it is ad-hoc intra-day stress tests, or regulatory VaR and Expected Shortfall calculations, we have the solution that provides a flexible and bespoke framework for stress testing. With user-defined stress tests via a simple tool, sophisticated dynamic proxy-mapping and transparent drilling into the drivers of any calculations, we provide the tools necessary to turbo charge stress testing capabilities.
Market and Reference Data
For effective scenario generation and portfolio analysis you need copious amount of market data and clean reference data. We have integrated into most major data vendors including Bloomberg, Reuters, Xignite, S&P, Moody, etc. delivering comprehensive time series management capabilities. We reduce the manual effort of integration and data management as well as providing transparency and audit trails for compliance requirements.
Over the last 10 years Percentile’s technology has been used in multiple scenarios, some of which are described here.
Global Hedge Fund
- Multi-billion dollar AUM
- Multiple funds, with different risk characteristics and requirements
- Vanila and complex derivatives hedging
- Trading desks in multiple locations and time zones
- Multiple VaR calculations, Stress tests, Market and Credit Risk, Counterparty Risk