A Modular Approach to Risk Technology

The RiskMine platform has evolved over many years to handle the daily requirements of risk experts and regulatory scrutiny within Capital Markets firms. It is designed and built with transparency and data governance as its core philosophy. By automating as much as possible in the daily activity of Risk Managers, our solution frees them from the hassles of managing multiple sources of risk exposures, giving them easy access to the vast amount of risk data they need to analyse on a daily basis.

Percentile’s platform has been battle hardened over 10+ years in daily production¬†use by risk experts, desk heads and CROs across investment banking, hedge funds and equity brokers. It effortlessly scales to the needs of multiple desks across multiple global locations. A tried and tested platform comprised of modular components to tackle the complex needs of Risk Management in today’s capital markets.

RiskMine Platform

The core of a modular system, where each major component can be easily deployed on its own. The Core is a reusable set of utilities that enable a scalable plug-and-play architecture.

  • Data feed management
  • Multisite DR and replication
  • Centralised store for static data, such as organisations and securities, to produce consistent, comparable reports
Risk Technology


Time Series Management

  • Sophisticated graphical user interface for browsing, editing and exception handling
  • Collection of market data from numerous sources, both internal and external
  • Automated data cleansing based on user-defined rules
  • Approval workflow for data in risk calculations


Multi-dimensional Aggregation and Reporting

  • Interactive dashboards and scheduled reports
  • Familiar Excel pivot table interface
  • Current and historical firm-wide risk exposures,
    all in one place
  • Consistent interface to market, credit and
    counterparty risk
  • Slice and dice by as many dimensions as needed
  • Drill-in to pin-point the drivers of risk


Scenarios & Wildfire

Scenario Generation & Distributed Pricing

  • On demand, user-driven stress testing
  • Full revaluation using Front Office models via a simple, multi-language API
  • Massively parallel and distributed pricing architecture
  • Sophisticated scenario generation for:
    • VaR/ES
    • Hypothetical and historical stress tests


Standardised & Internal Models

  • Built on proven, scalable architecture and components
  • Calculate and compare SA and IMA capital charges dynamically
  • Simplify P&L attribution and backtesting – produce ES, VaR and stresses using existing Front Office models
  • Identify non-modellable (NMRF) and reduced/full set risk factors with Chronos exception search

Would you like to see RiskMine in action ?