What is Risk Manager?
KRM22 Risk Manager helps firms achieve trading control through effective risk management monitoring.
Understand the financial health of a counterparty instantly
View Real-time P&L, Real-time Margin, Value at Risk (VaR) Calculations and Parameterized Stress Risk alongside account credit in one detailed time series chart. These indicators, along with the Net Liquidating Value (NLV) of an account, can be used in ratios and metrics to grade and determine the financial health of any trading entity.
Analyse the underlying information
Risk Manager allows users to drill into each indicator and perform analytics and take actions, including triggering alerts and messages to KRM22’s Limit Manager to help control and even halt trading activities.
For the first time, all risk factors can be seen, analyzed and acted upon in a single GUI. Read more +
P&L + Position Breakdown
Facilitate Realtime P&L broken down throughout the firm hierarchy with full visibility into Positions and P&L down to the strike level, Greek calculations as well as What-if position evaluation. Read more +
View detailed margin calculations across a variety of exchanges including SPAN, SPAN2, ICE, Eurex Prisma, TIMS, RBH and others. Read more +
Utilize user-defined market stress analytics. Price shocks of current positions can be applied through Implied Volatility or Historical Volatility Standard Deviations, Percentage Moves, Absolute Moves. Read more +
Export, Alerting and What-if
Take action on all analysis through rules based alerting, export and what-if analysis. Integration with KRM22 Limits Manager to define control of trading activity. Read more +
Value at Risk
Parametric, Monte Carlo, and Historical VaR Calculations are all supported with customizable lookback periods, confidence levels and time horizons. Read more +
“Finally we are able to see all of our at and post trade risk in one place”
“By deploying KRM22 Risk Manager, we are able to trigger automatic and manual changes to our trading limits“
“KRM22 Risk Manager allows us to see the full situation with our clients without development and integration“
Talk to us
Our sales team is ready to discuss how we can help you achieve trading control with Risk Manager