Global Risk Platform™
The Global Risk Platform™ from GlobalRisk® is the only scalable, real-time, firm-level risk management solution for financial institutions of all sizes. Organizations include Banks, FCM’s, Broker/Dealers, Exchanges, and more. the Global Risk Platform™ centralizes your front, middle and back office data sources to provide you with powerful and comprehensive portfolio analysis and risk surveillance tools. The client-server API architecture extends risk management capabilities across your network and throughout your firm and office locations. Using the API or the GUI interface, FirmRisk™, user and account filtering is a snap and you can even extend the API and GUI capabilities to your customers, and them to theirs, to empower all market participants with this proactive risk management system using their own accounts and data.
The platform is based on our world renowned options analytics technology. Our technology and methodologies have never stopped maturing. We offer global market coverage and analytics for todays increasingly sophisticated option types and portfolios. Our analytics technology, continuously developed and refined, uses intelligent analysis prioritization for maximum speed and performance.
The platform is accessible from either our familiar professional risk manager Windows user interface, FirmRisk™, which includes our Advisor dashboards or directly from our high performance server APIs, enabling complete control and flexibility for your needs and inclusion in data lake or warehouse and management information systems to inform management regarding market and compliance risk exposures immediately and accurately.
Server Technologies
- Integrate back-office data from FIS, ION, and many more, including easily integration with your own systems.
- Use real-time prices from IceData, Reuters, Spryware and many more.
- FIX streaming transaction data.
Analysis
- Dozens of proprietary high performance option pricing model implementations that are time and market proven to be the most reliable, acurate and actionable option models that commercially available anywhere.
- Proprietary volatility surface modeling including skew smoothing and manipulation that is not available in any other program.
- Multivariate portfolio analysis including price, volatility, interest rate, spread and time variables.
- Real-time risk alerts based on virtually all analytics including value of portfolio risk, Greeks, P&L, trade and position quantities, and more.
- Reporting with account and market risk filtering/sorting based on virtually limitless combinations and user requirements.
- Detailed account analysis with what-if capability.
- Historic and Parametric VaR.
- Support for multiple concurrent asset classes and their respective derivative products including Equities, Futures, Fixed Income, Foreign Exchange, Swaps, CFD’s and Structured Products.
Automation
- Produce GlobalRisk® SnapShot™ reports.
- Automatically send GlobalRisk® SnapShot™ reports to recipients securely and reliably.
- Qualitative data diagnostic self-check to ensure proper input data