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A Multi-Asset, Scalable, SaaS Platform for Risk Management

RiskSpan offers the industry's best-value portfolio risk service and solution. Our secure, fast, scalable, risk analytics platform enables portfolio managers to monitor and act on risk information across multiple asset classes.  RiskSpan provides clients with risk information using multiple Value-at-Risk (VaR) simulation methodologies, robust stress testing, sensitivity analysis, and flexible instrument pricing models. It also allows clients to quickly set up custom reports, run ad-hoc analyses and design custom stress test scenarios.

Features

  • High-volume, high-speed computation and risk reporting
  • Coherent modeling across security classes
  • Consistent scenario analyses by risk factor and historical episode
  • Standard VaR across assets
  • Drill-down interactive dashboards
  • Batch, real-time, or on-demand reporting
  • Asset-level surveillance reporting (including loan-level analysis)
  • Methodological compliance for:
    • US Form PF
    • Europe AIFMD
    • BIS III
    • Solvency II

Asset Class Coverage

  • ABS/MBS/CMBS/CLOs
  • Credit including CDS
  • Fixed income
  • Equities, cash, and derivatives including CFDs
  • Commodities
  • Futures
  • ETFs
  • Forex cash and forwards

CUSTOM

  • Configurable by client
  • Accepts multiple industry-standard and custom input file formats
  • Modifiable reporting granularity and delivery flexibility 

RiskSpan Advantage

  • Fixed income quantitative expertise
  • Dedicated model validation group
  • Rapid implementation
  • Custom reporting setup
  • Transparency (not a black box)
  • Secure cloud technology (AWS)

RiskSpan's cloud analytics platform solutions are developed and deployed on AWS.