Are your risk managers bogged down in spreadsheets spending more time in data management rather than risk management? Is your front office system good for the traders but falling short of risk management requirements? Are you looking to understand trends over time or easily drill down into more dynamic risk reports?

The areas we help Hedge Funds and Asset Managers:

  • Integrate risk from multiple systems
  • Slice and Dice data to create ad-hoc reports
  • Model curves the way you want and feed them into calculations
  • Integrate models written in languages you work in (Python, R, Java, C#, etc)
  • Enable intra-day, on-demand, ahead-of-time risk computation and reporting

Go beyond the “Risk Analytics” locked inside traditional trading systems

  • Happily use Excel, but don’t over use it for risk application building
  • Liberate your risk intelligence and access it any time, anywhere
  • Reduce / eliminate manual processes
  • Reduce costs in risk pricing and reporting
  • Integrate with your existing systems and get more from you risk engines

Percentile’s modular Risk Technology platform provides investment managers with scalable and robust data management, that can enhance your existing risk infrastructure. The components are designed to integrate quickly with front office systems and boost risk management productivity.

Read on for the areas where RiskMine can help an investment management or hedge fund.

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 Pricing and 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.

RiskMine Stress Testing

Data Management

Time Series, 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.

Find out how we help align Risk Management and Trading Desks.

Buy-side Risk Management Use Cases

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

Mid-Sized Hedge Fund

  • Multi-strategy, Multi-fund Environment
  • 5,000+ Interest Rate and Equity Derivatives

Multi-strategy Hedge Fund

  • Multi-strategy, multi-fund Environment
  • Convertible Bonds, Credit and Equity Derivatives
  • Vendor front office system
  • Internal Risk Management