RS Risk Cube
A robust, mature, and flexible methodology for managing data to monitor, analyze, and evaluate risk and PnL across many dimensions and user interfaces.

Risk Cube

RS Risk Cube leverages powerful In-memory database aggregation techniques to produce extremely fast and reliable, on-the-fly computations. Our solution is seamlessly integrated with RiskManager; eliminating the majority of the time consuming, error-prone, manual steps typically encountered when analyzing risk data.

Robust underlying data structure supports a wide range of use cases

  • Integrate many data sources including risk stats, simulated return vectors, PnL (actual returns), risk settings, and log files
  • Flexible data storage optimized for risk data queries across multiple dimensions
  • All RiskManager formats supported (csv, rml, RM4, Web Services, Managed Services)
  • Compatible with most user preferred reporting and business intelligence platforms (Excel, Power BI, R-Shiny, Tableau)

In memory database tools enable on-the-fly data analysis

  • Flexible re-aggregation on all hierarchies
  • Analyze what-if trades
  • Analyze re-allocations
  • Analyze simulated returns vs factor returns
  • Portfolio construction support
  • Drag and drop report building
  • Integration of risk and return views
  • Historical trends of any risk dimension in absolute and relative terms
  • Risk Monitor – limits, alerts and other tests that can be configured

Typical engagement involves license of the underlying RS Risk Cube together with a consulting engagement to configure user interfaces and automate workflows.

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For a demonstration of our software