Risk Management

SOLUTIONS

Integrated Multi-Asset Portfolio and Risk Management

Minimize your risk

F3 provides a transparent and integrated risk management solution that consistently aggregates risk across the firm. This enables you to be proactive about risk management, all while helping you meet regulatory demands. Intra-day metrics that cover everything from vanilla instruments through to complex products not only help you monitor performance, but truly drive it.

Improve risk management with on-demand and intra-day risk reports including: Value at Risk (VaR), Marginal VaR (MVaR), Incremental VaR (IVaR), Conditional VaR/Expected Shortfall, Cash flow forecasts, Stress tests, regulatory reporting and a complete audit trail.

Features Benefits
Centralized management of models, curves, data, and assumptions create an arbitrage free view of the markets Accurate risk measurement across the enterprise enables optimal risk and regulatory capital management
Performance and P&L attribution, scenario analysis, stress testing, cash flows, sensitivities and VaR enable comprehensive analysis of portfolio risk Be prepared for the unexpected and fully understand portfolio risk with a clear view of sensitivity to market scenarios and shocks
Fully documented models, data, intermediate calculations, and assumptions Reduce effort for model validation and satisfy auditors, regulators, investors, and other stakeholders with a transparent audit trail

With the holistic F3 solution in place, we offer enhanced credibility, better investment management and better performance for our portfolios.

Manager Institutional Solutions, Ashburton Investments

How to Drive Competitive Advantage with Trading and Risk Enterprise Architecture

How to Drive Competitive Advantage with Trading and Risk Enterprise Architecture

The end result for many is scalability, rapid return on investment (ROI), improved performance and governance, and lower cost of technology ownership

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The next generation of powerful valuation and risk solutions is here.