Solutions







A platform devised to solve many different challenges, Percentile's RiskMine award winning software has delivered time and time again.

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

Risk Aggregation

All firm-wide risk 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.

Stress Testing

Now and tomorrow

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 Data Automation

Data cleaning and management

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.

Scalability

Future proof

Over many years we have perfected our distributed computation and reporting platform, integrating into many different pricing analytics and delivering truly scalable risk calculations. Whether you require a few compute nodes, or hundreds, or even thousands, RiskMine's Wildfire architecture provides intelligent distribution required for true scalability. With increased computational ability comes the need for efficient data management. We have delivered multi-terabyte sized in-memory cubes for analysis of daily and historical risk data.


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

Use Cases

Over the last 10 years Percentile's technology has been used in multiple scenarios, some of which are described here.


  • Multiple trading systems, both in-house and vendor products
  • Complex Structured OTC derivatives portfolio
  • Multiple legal entities, locations and time zones
  • Regulated entities requiring significant regulatory capital calculations
  • Multiple VaR calculations, Stress tests, Market and Credit Risk
  • Comprehensive Risk Measure (CRM), Incremental Risk Charge (IRC)
  • Foundation and Advanced Counterparty Risk
  • Basel II, Basel 2.5 and Basel III calculations

  • 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
cube

  • Single trading system
  • Market risk and simple VaR requirements
  • Bespoke timeseries data management

  • VaR and Stress Test calculations for client reporting
  • Large set of client portfolios
  • Replaced expensive "black-box" vendor product with efficient and transparent solution
private banks

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