Adaptiv Riskbox
SunGard’s Adaptiv Riskbox is an out-of-the-box solution for advanced risk control.
It is used by financial institutions looking for a complete market and credit risk analytics and risk production solution to support their capital markets activity. The pre-packaged nature of Riskbox gives banks access to Adaptiv’s comprehensive risk analytics range and the ability to meet best market practice standards without the complexity of a customised solution.
Features
- Market risk and counterparty credit exposure calculations suitable for regulatory internal models approval
- Advanced risk control metrics (Simulation based VaR, Specific Risk, Clean P&L, Back Testing, Stress Testing, Numerical Sensitivities, Credit potential future exposure, Incremental Risk Charge, CVA)
- What-if analysis for measuring the impact of new positions and changes to calculation parameters
- Transparency of results – navigate quickly to areas of interest. No “black-box”
- Interactive risk reports and result distribution
- Drill-down capability for results navigation to trade level, details or other specified levels of trade hierarchy
- Investigation by Scenarios, Market Data and Sensitivities
- End-of-day workflow management and intra-day corrections processes
- Intraday interval calculations based on today’s market rate and current trade snapshots
- Auditing and recreation of results for regulatory approval
Benefits
- Integrated credit and market risk function allows for counterparty and market risk exposure to be managed with a single risk engine
- Intra-day correction process and end-of-day workflow makes allowances for imperfect data,
reflecting the realities of producing regular risk reports
- Access to Adaptiv’s full analytics range provides banks with all the advanced risk metrics needed to meet best market practice
- Out-of-the-box functionality leads to lower implementation time and reduced project risk
Brochures & Datasheets