Financial Risk Analytics

Markit Analytics provides a range of enterprise risk management software solutions, using the latest risk technology to deliver exceptional computation speed and rapid time to market.

Customers

  • Asset managers
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  • Energy
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  • Hedge funds
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  • Insurance firms
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  • Investment banks
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  • Pension funds
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Product summary

To address new regulatory requirements that demand greater scrutiny of risk, firms need more versatile and high-performance analytics tools.

Financial Risk Analytics delivers a suite of integrated, scalable and efficient solutions for enterprise-wide risk management across a broad range of asset classes.

A fully interactive interface allows for dynamic, on-the-fly risk reports as well as the ability to slice and dice results. Financial Risk Analytics supports the highly variable computational demands of financial institutions by leveraging its software over a server grid.

The flexibility and open structure of the underlying architecture mean that clients can customize or integrate new models very simply.

Financial Risk Analytics provides solutions for the following:

  • Counterparty Credit Exposure

    Flexible and near-real-time counterparty credit risk analytics for complex portfolios

  • Market Risk

    Enterprise-wide VaR calculator and stress-testing framework

  • Credit Value Adjustment

    Complete spectrum of CVA measures across the enterprise

  • Integrated Resource Management

    Pre-trade decision support with visibility into funding and capital trade-offs

  • Initial Margin

    Transparent and flexible initial margin calculator for cleared and non-cleared trades

Key Benefits

  • Extensive coverage

    Cross-asset support, including interest rates, FX, equity, commodities and credit instruments

  • Rich analytical output

    Dynamic interactive interface for on-the-fly calculations, visualizing results, slicing and dicing analytics and exporting results

  • Flexibility

    Ability to add and integrate new instruments, models and risk measures

  • Speed

    Calculation engine that leverages supercomputing concepts to provide computational speed without sacrificing accuracy or stability

  • Scalability

    Runs on single CPU or across large multi-core grid to maintain batch times as portfolio size increases, with lower total cost of ownership through the use of fewer processors

  • Timeliness

    Supports implementation in batch or real-time mode