Global Markets Risk
Advanced Risk Modeling
While the risk involved with the financial markets is as old as the markets themselves, the ability to accurately measure and effectively manage that risk has yet to evolve. That is, until now. Introducing SS&C's latest financial solution, Global Markets Risk, the new paradigm in enterprise risk management.
Managing enterprise risk is not an easy task. It is an ever-changing, uncertain world which, if not properly understood, can mean the difference between profitability and bankruptcy. Luckily, you don't have to go it alone.
Employing state-of-the-art modeling techniques, SS&C Global Markets Risk presents the full spectrum of measures, statistics and calculations necessary to paint the overall picture of your company's risk. And with its easy-to-understand reporting and custom alert system, the disconnect between CEO and back-office quant has finally been bridged.
- Standalone Pricing System that conforms to all regulatory obligations. Cut down on counterparty risk with built-in Residual Spread Analysis, letting you independently verify the prices obtained from brokers, dealers and banks.
- Extensive Market Data including rates, prices, terms and conditions both current and historical. Independently verified by SS&C, our database spans all asset classes across every industry in every country, with time-series data dating back to 1962.
- Our Comprehensive Risk Measures intend to give you the overall view of your risk. VaR, Key Rate Duration, Delta and Gamma are just a few of the wide range of calculations at your disposal.
- Price Behavior Analysis, the latest approach to risk management, keeps you steps ahead of the game. Our Price Behavior Curves (PBCs) projects fair values relative to changes in economic variables such as interest rates, inflation rates, equity indices, default rates, etc.
- Scenario/Stress Testing is provided on the stochastic, historical events, and user defined basis.
- 99 Independent Variables, 99 Economies – Model any security, any index, any portfolio in any country. The Hang Seng, the Nikkei; gold prices, oil prices; Wilshire 5000, Dow Jones - all can be modeled in a consistent manner using our state-of-the-art Three-Factor Model. Each economy comes with its own currency, yield curve, variables and regimes.
- Global Markets Generator (GMG) - The underlying simulation engine that captures historical financial information by country and generates economic scenarios stochastically.