RiskCenter

SolArc RiskCenter handles all of the needs of a risk manager or a Chief Risk Officer at a corporate level, while giving traders detailed and timely information about their tactical activities. Volumetric positions for spot and forward months, valued and partially valued deals, profit and loss analysis and P&L shift analysis give traders and commercial floor managers near-real-time information on where they stand. Rigorous correlation and variance/covariance tools provide CROs with multiple ways to analyze (and handle) worst-case scenarios.

 

Strengths of RiskCenter include:

• Newly captured deals hit the position reports for the traders immediately.
• Mark-to-market snapshots run daily or multiple times per day to give a full picture of profitability relative to the current market at a given time.
• Value at Risk (VaR) scenarios run on demand to help CROs with worst-case planning.
• Full analysis of options and optionality, including all greeks.
• Portfolio and scenario analysis, with VaR and stress testing.

 

Collateral

 

Ground Zero White Paper (.pdf)

 

VaR White Paper (.pdf)