Hanweck’s Portfolio Risk solution converges Volera® real-time security level risk data and scenarios with Client portfolio data and Client preferred risk models. Our solution applies market data and position risk exposure data to the updating Client portfolio to generate risk results.
- Portfolio Margin Risk
- Scenario and Historical VaR
- Covariance or Factor Model (e.g. Barra type models)
Hanweck’s Portfolio Risk can flexibly integrate with Client position systems in order to maintain current state of Client portfolios.
- High-performance service to meet full range of real-time needs.
- Pre-trade applications including risk checks or what-if analysis.
- Post-trade risk summary and analysis.
- Applies Volera Risk Analytics, and additional security level sensitivities.
- Generates real-time portfolio net security or factor/group exposures.
Scenario and Simulation or Parametric and Factor Risk
- Integrates with Volera historical data or other sources for simulation-based risk.
- Integrates with proprietary and commercial risk models for parametric, factor based solutions.