Risk
Technology



Simplicity · Transparency · Performance · Scalability · Experience

Latest news: We've recently launched RiskMine FRTB - Standardised Calculator. Find out more.

RiskMine Platform

The RiskMine platform is designed and built with simplicity and transparency for the end user as its core philosophy. By automating as much as possible in the daily activity of Risk Managers, our technology frees them from the hassles of managing various sources of risk exposures and gives them easy access to the vast amount of data they need to analyse on a daily basis.

Percentile's Enterprise Risk Technology platform has evolved over 10 years within a global investment bank servicing the needs of multiple desks covering OTC derivatives, hedge funds and equity brokerage. The technology has been deployed in multiple international locations including London, New York, Hong Kong and Tokyo. This tried and tested platform is now available as modular components to tackle the complex needs of Risk Management in today's capital markets.

Cube

Slice, Dice and Drill-into

  • Firm-wide risk exposures, all in one place
  • Consistent interface to all market, credit and counterparty risk exposures
  • Slice and dice by as many dimensions as needed
  • Drill-in to pin-point the drivers of risk
  • Simple and familiar Excel pivot-table interface
  • Current and historical risk data available to users immediately
  • Fully automated data pipeline removes all manual data work for Risk Managers

Scenarios

Stress Tests and Simulations

  • Achieve full-revaluation stress test analysis across the entire business
  • Sophisticated scenario generation for all manner of user reports
    • 1-day HVaR, 10-day HVaR, Stressed-VaR
    • Historical Stress scenarios - Credit Crunch, 9/11, Russian Crisis etc.
    • Hypothetical and ad-hoc stress tests
  • User driven stress test definitions, taking IT out of the picture
  • Create stress tests as and when required by the Regulators

Wildfire

Distributed Calculations

  • Massively parallel and distributed pricing architecture
  • Simple and open API to integrate existing systems
  • Sophisticated load balancing
  • Achieves linear scalability, keeping calc-farms 100% busy

RiskMine Core

Platform Automation and Monitoring

  • Batch and process automation
  • Centralised monitoring of global systems
  • Dependency management
  • Generic data harvesting toolkit
  • Global footprint for geographic BCP/DRP

Chronos

Time Series Database

  • Collection and adaptation of market data from many sources, including Bloomberg, Reuters and Markit
  • Automated data cleaning based on user defined rules
  • Sophisticated graphical user interface for browsing, editing and exception searching
  • Compound time series creation, eg for rolling indices
  • User-driven approval process for inclusion in downstream calculations

Risk Entities

Static Data Repository

  • Centralised store for static data, such as organisations, securities, currencies and calendars
  • A rich canonical "golden source" for attributes provides consistent downstream reports
  • Automated data collection from internal systems and external data providers
  • Easily integrates with existing source of static data

Modular Design

The RiskMine platform's modular nature is designed with reusability in mind. It has been deployed in production in many configurations with a varying number of components being utilised depending on the particular requirements.