About RS Risk Service

A secure, fast, and fully scalable Risk Service for investments, RiskSpan delivers actionable risk analytics and enables portfolio managers and hedge fund managers to monitor and act on risk information across multiple asset classes.

RiskSpan is the only risk solutions provider that covers a full universe of securities including derivatives, asset-backed securities, and structured credit. Full revaluation is performed across scenarios, Value-at-Risk, and stress tests. Our fully-customizable presentation layer enables us to deliver interactive reports designed to meet client specifications. Clients can quickly set up interactive custom reports that are fully integrated with our data feeds.

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

FEATURES of RS Risk Service

  • 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

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CUSTOMized To Your Needs

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

RISKSPAN's ADVANTAGE

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