Market RM

Take control of
the unpredictable.

Meet your internal and regulatory market risk requirements.

Today’s risk systems are fragmented and require customers to individually integrate systems to achieve a holistic view. Integration is, in my many cases, through spreadsheets or individual code which is then expensive and time consuming to support, and dependent on an individual, creating a significant personnel dependency risk.

KRM22 is assembling a set of market risk applications that will be accessible through the GRP, covering eight primary market risk components.

Model Risk / Back Testing

We will provide tools to validate and optimise your firm’s valuation models to improve accuracy and effectiveness.

Execution Risk

We will provide tools to evaluate and reduce pre-trade execution risks with pre-trade pricing, analytics and scenario analysis.

Stress Testing & Scenario Analysis

We will provide tools for stress testing scenario analysis to provide an assessment of extreme scenarios, modelling hypothetical scenarios of positions to assess the impact of possible future events.

Position Risk

We will provide tools to calculate and aggregate risks in real-time to provide a consolidated position view, and position stress testing using shock scenarios.

Correlation Risk

We will provide tools to identify and calculate correlation and volatility risks over time.

Pricing & Valuation Risk

We will provide tools with a suite of pricing and valuation models covering options, futures, swaps and physicals covering OTC and exchange traded products.

Counterparty Risk

We will provide tools to calculate counterparty exposure and credit risk scores, and to perform collateral management calculations.

Liquidity

We will provide tools which monitor on-demand views of money movements, cash and liquidity positions.

We will provide a range of choices for industry standard components such as VAR calculators or SPAN Margin engines.

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