Counterparty risk is here to stay.
Increasingly, traders need to run pre-deal cost-of-credit calculations. Yet the volume and complexity of products puts huge strain on systems. Many risk engines run slowly and are narrowly focused on individual asset classes or calculations.
This presents an invidious choice: delay while the cost of credit is calculated and risk missing an opportunity - or act with incomplete information.
Adaptiv Analytics accelerates complex calculations, measuring credit exposure to all counterparties in minutes instead of days, allowing you monitor credit exposure across trading and revalue the entire derivatives book as often as necessary.
Intelligent counterparty selection gives you the credit profile for each and every counterparty, allowing traders to correctly risk-price deals. By choosing risk-reducing trades you manage your capital more efficiently.
Who is it for...
Traders, heads of desks and credit risk managers
Adaptiv Analytics can cover both credit and market risk calculations. A common framework for enterprise-wide risk management improves risk control while cutting cost.
Harness the power
Distributing calculations across a grid of servers delivers unprecedented power. Adaptiv Analytics takes advantage of hyper threading, multi-core and multi-processor for enhanced performance.
It used to take days to complete a 10,000 run Monte Carlo risk or CVA simulation on a bank’s portfolio. A typical Adaptiv Analytics set up can do it in minutes.
.Net framework is infinitely extendable to new trade and portfolio models while hardware can scale to meet increasing volumes. Incorporate new requirements without the need for core code changes.
Cost-per-use or fully hosted, SunGard removes the headaches of running a complex credit exposure system. Tight service level agreements and built-in disaster recovery ensure stability while keeping control of costs. Depend on SunGard's strength.