| Credit Risk Solution |
|
| We have adopted a sophisticated approach to quantifying credit risk using a Monte Carlo-based simulation. This approach effectively captures the volatility of the underlying factors and the effect of risk movements and exposure mitigation by means of netting, collateral and margin agreements. |
|
| Market Risk Solution |
|
| Our market risk solution calculates enterprise-wide market re-pricing and value at risk using full re-evaluation, ensuring total accuracy on complex portfolios. A broad range of asset classes include path-dependent basket credit derivatives, hybrid products, and structured interest rates. |
|
| Credit Valuation Adjustment |
|
| Our credit value adjustment (CVA) solution enables the alignment of the credit spread and the credit charge on a trade with the actual risk being created by the trade. Markit Analytics provides fast and flexible CVA and DVA pricing analytics, calculating EPE and CVA in a Basel III compliant manner. |
|
| Basel III Solution |
|
| Markit Analytics Basel solution comprises a single integrated framework for stress, sensitivity, back and reverse stress testing. Used alongside Market Analytics Credit Risk, Market Risk and CVA, it gives users access to an evolving model validation, attribution and stress test solution. |
|
| |
| Economic Capital Solution |
|
| Our economic capital solution builds on our Markit Basel and Markit Credit Risk solutions to provide additional risk simulation measures and aggregation hierarchies to help financial institutions measure economic capital as part of their internal/external capital management practices. |
|
| Energy Solution |
|
| Markit Analytics provides a highly optimised risk engine with specialist energy risk models that have been designed specifically to cover the wide range of energy markets with outputs that provide easy drill down and aggregation for risk managers. |
|
| Exchange / CCP Solution |
|
| As part of evolving regulatory requirements, Markit Analytics provides a solution for client collateral margin calculation replication, including exposure to CCP and exchanges as well as CCP revaluation / transparency solutions. |
|
|
