Key Features of the new ‘Cloud’ Portfolio Risk Platform
1. Integration with Holdings/Market data using API
Why? — Eliminates batch loading of all or some of above data prior to running risk calculations
Benefit — Enables running of real-time/ad-hoc Risk calculations
2. Provide Full Model Transparency
– Allows user to re-create risk models with all required inputs outside of the calculations engine to understand, review and/or calibrate models for any analytics
– Provides user full control to review risk models thus eliminating long wait times due to need for help from support team
3. Integration with third-party analytical libraries such as MATLAB, FINCAD, R, Python, etc
– Single library may not support all users needs
– Users can use their preferred analytics library to develop custom models
4. Support both Ex-Ante (forward looking) Risk and Ex-Post Analytics for Multi-Asset/Multi-Currency Portfolios
– Need for single platform to get a 360 degree view of portfolio’s risk
– Provides all required risk analytics for all assets in one place
5. Use Cloud Native Architecture
– Allows dynamic scaling of risk calculations
– Enables ‘Pay per Use’ business model to better manage costs of running calculations and to dynamically handle increased volumes when necessary
