Ex-Ante Risk with Eagle Data Management

Integrated Eagle Performance and Dolphin Risk – Solution Recap

 

Problem

Traditionally risk systems are costly and opaque tools disconnected from enterprise books of record

Solution

Eagle Performance along with Dolphin Risk provides organizations scalable calculation and analyses engine that meets the key regulatory and client demands in the risk area

Benefits

Powered by proven analytic engines (FINCAD® and MATLAB®)

Reconciled data governed in Eagle Accounting and Data Management

Extension of Eagle Data Management/Performance and Attribution

Transparency through all calculations and data

Full right to publish results to clients, regulators and consultants

Integrated Performance & Risk profiles for your firm’s IBOR

Dolphin Risk: An Extension to Eagle Data Management for Ex-Ante

EX-ANTE RISK – SOLUTION OVERVIEW

EX-ANTE RISK – Eagle Integration Overview

Case Study on Buy-Side Risk Solution

The Business Challenge

The pension fund did not have a comprehensive risk solution. Exposures were being monitored on spreadsheets using manual processes and data extracts. Osool was created, and it brought new solutions for managing and reporting on the pension fund’s investment portfolio, to support the growing needs of its clients and regulators.

The legacy system being used to generate fair value was a cost accounting system, which required manual steps to generate the required data. The lack of a centralized trusted data source compounded the problem for the operations group, resulting in the need to manually review numbers. . . .

“Vega’s Dolphin Risk has provided OSOOL a comprehensive multi-asset/multi-currency risk solution that provides real-time risk measurement and reporting for our portfolios.Ability to create ad-hoc scenarios for dynamic stress testing and scenario analysis enables OSOOL to assess risk in real-time for changing market conditions. The flexibility to quickly enable adding of new models for new instruments allows us to bring new investments into the portfolio with reduced time to market.In addition, implementing Dolphin Risk has helped automate risk reporting and shortened production cycle of monthly risk profile report by 10 days.We selected Dolphin Risk for its usability, fast deployment and ease of integration into our Eagle data management platform.The risk analytics capabilities i.e. VaR, EvE, EaR, Sensitivity Analysis, etc enables us to assess value/risk and help make decisions in real time.Vega’s team understood our risk needs and exceeded our expectations by successfully integrating and implementing the Dolphin Risk solution in record time.Vega’s support has been up to the mark and all queries have been resolved in timely manner. With support team located in close time zone, support staff are reachable on real time basis.”
– Abdulla bin Khalifa Al Khalifa
CEO, Osool

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