Risk Management Solutions

Proven Solutions for the Most Common RiskMetrics® User Needs

Choose your RiskMetrics® Challenge
Web Services Automation
Creating and Managing Unitized Holdings
RML Generation
Model Risk Management
Repository for RiskManager/RiskServer output
Integration of historical risk statistics, simulated returns, risk factors, realized PnL & other relevant information (custom tags/hierarchies)
Aggregation tool for both additive and non-additive risk data (simulated returns)
Portfolio Construction
What-if-capability for Easy way to connect to data and create custom dashboards/visualizations using common BI tools
Advanced data analysis and interrogation such as risk monitoring and error remediation
All RiskManager Challenges and Solutions
RiskMetrics® Challenges
Proven Red Swan Solution
Web Services Automation
Utility for automating web service calls to RiskServer.
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Creating and Managing Unitized Holdings
Tool for converting complete portfolio details into a unitized set of securities for consumption by RiskManager/RiskServer.
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RML Generation
Automatically translates mapping rules into well-formed RML 3 or 4 files.
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Model Risk Management
User friendly tool for defining, building and documenting mapping rules that assign securities to the proper RiskMetrics model.
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Repository for RiskManager/RiskServer output
Automatically extract and load risk statistics, simulated returns and log files into historical database.
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Integration of historical risk statistics, simulated returns, risk factors, realized PnL & other relevant information (custom tags/hierarchies)
Custom data schema that combines risk, PnL, market data and book structure to support comprehensive analysis.
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Aggregation tool for both additive and non-additive risk data (simulated returns)
Computes any statistic at any hierarchy, including VaR computed from position level simulated returns, re-weighted to actual portfolio holdings.
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Portfolio Construction
Enables on-the-fly aggregation for portfolio construction without having to re-run portfolio in RiskManager.
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What-if-capability for Easy way to connect to data and create custom dashboards/visualizations using common BI tools
Enables near instance calls to any statistic or PnL at any hierarchy from the cube to be viewed in Excel or any BI tools that supports OData.
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Advanced data analysis and interrogation such as risk monitoring and error remediation
Supports Cube and DB calls via RS API for custom analysis and KPI style tests.
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