Financial Institutions
GoRisk Report™ provides a comprehensive suite of powerful risk analytics across multiple asset classes, designed to address the most demanding, diverse institutional risk management requirements. A key strength is the extensive customization it offers: users can specify historical scenarios, sensitivities, statistics (new beta, new average volume, etc,), stress tests and Value at Risk (VaR) parameters.
A Comprehensive ASP Service
The application service provider (ASP) nature of GoRisk Report
provides clients with faster time to market and significant cost
efficiencies
- Secure internet access worldwide
- No hardware requirements – calculations performed at GlobeOp
- No maintenance requirements – data managed by GlobeOp
- Fast implementation – training and trade integration support provided
- Support – an in-house team of highly qualified risk management professionals.
Data Management
GoRisk Report™ provides the data management aspects required
to perform accurate risk analysis:
- Built–in integration of trade information for clients using GlobeOp's middle– and back–office services
- Application programming interface (API) simplifies trade information integration, including some third–party systems
- Maintenance of comprehensive data bases including emerging
markets coverage
- terms & conditions database (static data)
- rate & price database (current and historical)
- API enables integration of client market data.
Functionality
GoRisk Report's comprehensive and flexible suite of analytics
includes:
- Position level information and statistics e.g. betas, gross exposure, leverage, liquidity measures, net exposure, volatility, volume
- Complete set of sensitivity measures e.g. delta, gamma, vega, theta, rho, DV01, C–DV01, DVRECOV, buckets
- Exposure to multi–factor models
- Historical scenarios
- Comprehensive stress testing capabilities enable simultaneous shocks to multiple risk factors using advanced logical rules
- VaR analysis e.g. delta–normal, historical simulation,
Monte–Carlo simulation
- Fully customizable e.g. confidence interval, horizon
- Betas, correlation, expected shortfall, expected loss, incremental VaR, marginal VaR, risk factor– based marginal & conditional VaR, standard deviation, VaR, worst loss
- Drillable e.g. VaR by strategy or currency or position.
Risk Application
To exploit the rich set of analytics provided in GoRisk
Reports™, the user is given access to a flexible risk
application:
- Web–based
- Rich reporting capabilities including on–the–fly report definition, drilldown, slicing and dicing
- Real–time risk reports available
- Management reports e.g. user–defined dashboard reports and limit reports
- What–If analysis, i.e, impact of potential trades on any risk analysis
- Comprehensive export capabilities: email, Excel, File, FTP, PDF, scheduling.
