White paper
Precision at scale: The new world of Counterparty Credit Risk Management
White paper by ActiveViam and d-fine
ActiveViam author
Christophe Delcourt
d-fine author
Dr. Stefan Winkelmann
Enter your details to download white paper
Stay ahead of evolving CCR regulations with real-time insights
ActiveViam and d-fine have been successfully collaborating for over ten years delivering business value and regulatory compliance to banks and other financial institutions by providing solutions for Counterparty Credit Risk Management. In this paper we look at:
TESTIMONIALS
Data analytics software trusted by the world’s financial institutions
“No other vendor can do what ActiveViam does, not even close. By embracing the power of Atoti on AWS Graviton for our Market and Credit risk applications, Nomura has achieved an unparalleled granular aggregation capability at a drastically reduced cost.”
“We turned to ActiveViam when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge that we couldn’t deal with in timely fashion.”
“Atoti FRTB was designed to address the new capital requirements outlined by the Federal Reserve Board in the US Basel III Endgame NPR and helped BNY Mellon effectively estimate the capital impact of the new regulation while responding to the US requirements within weeks of the NPR release.”
“Atoti FRTB saved us a lot of time and resources from the bank’s internal development teams. Atoti FRTB in particular provided data format definition and with our experience working together with ActiveViam, they offered end-to-end deliveries from the beginning.”
“Atoti is about 20-to-100 times faster than our previous system. We can do things with Atoti that we were not able to do before. If something was incorrect, we needed to recompute the entire portfolio, now we just have to recompute the specific measures such as PnL on a small number of trades and Atoti does the aggregation on-the-fly for us.”
“That was the true benefit – to be able to drill down quickly within seconds to create a new report. The ability to look at all the different risks was a huge step for us, saving us a lot of time at every single end of the month.”
“A major factor in our decision was Atoti’s ability to keep pace with multiple sources of data. It was the combination of real-time capability, high availability and integration of our bespoke business logic that set the platform apart.”
“The Atoti FRTB solution provides the essential features we required, notably its comprehensive and flexible ‘what-if’ capabilities. We are currently exploring the possibility of generating SBM and DRC risk charges more frequently, extending beyond the regulatory mandate.”
“No other vendor can do what ActiveViam does, not even close. By embracing the power of Atoti on AWS Graviton for our Market and Credit risk applications, Nomura has achieved an unparalleled granular aggregation capability at a drastically reduced cost.”
“We turned to ActiveViam when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge that we couldn’t deal with in timely fashion.”
“Atoti FRTB was designed to address the new capital requirements outlined by the Federal Reserve Board in the US Basel III Endgame NPR and helped BNY Mellon effectively estimate the capital impact of the new regulation while responding to the US requirements within weeks of the NPR release.”
“Atoti FRTB saved us a lot of time and resources from the bank’s internal development teams. Atoti FRTB in particular provided data format definition and with our experience working together with ActiveViam, they offered end-to-end deliveries from the beginning.”
“Atoti is about 20-to-100 times faster than our previous system. We can do things with Atoti that we were not able to do before. If something was incorrect, we needed to recompute the entire portfolio, now we just have to recompute the specific measures such as PnL on a small number of trades and Atoti does the aggregation on-the-fly for us.”
“That was the true benefit – to be able to drill down quickly within seconds to create a new report. The ability to look at all the different risks was a huge step for us, saving us a lot of time at every single end of the month.”
“A major factor in our decision was Atoti’s ability to keep pace with multiple sources of data. It was the combination of real-time capability, high availability and integration of our bespoke business logic that set the platform apart.”
“The Atoti FRTB solution provides the essential features we required, notably its comprehensive and flexible ‘what-if’ capabilities. We are currently exploring the possibility of generating SBM and DRC risk charges more frequently, extending beyond the regulatory mandate.”
“No other vendor can do what ActiveViam does, not even close. By embracing the power of Atoti on AWS Graviton for our Market and Credit risk applications, Nomura has achieved an unparalleled granular aggregation capability at a drastically reduced cost.”
“We turned to ActiveViam when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge that we couldn’t deal with in timely fashion.”
“Atoti FRTB was designed to address the new capital requirements outlined by the Federal Reserve Board in the US Basel III Endgame NPR and helped BNY Mellon effectively estimate the capital impact of the new regulation while responding to the US requirements within weeks of the NPR release.”
“Atoti FRTB saved us a lot of time and resources from the bank’s internal development teams. Atoti FRTB in particular provided data format definition and with our experience working together with ActiveViam, they offered end-to-end deliveries from the beginning.”
“Atoti is about 20-to-100 times faster than our previous system. We can do things with Atoti that we were not able to do before. If something was incorrect, we needed to recompute the entire portfolio, now we just have to recompute the specific measures such as PnL on a small number of trades and Atoti does the aggregation on-the-fly for us.”
“That was the true benefit – to be able to drill down quickly within seconds to create a new report. The ability to look at all the different risks was a huge step for us, saving us a lot of time at every single end of the month.”
“A major factor in our decision was Atoti’s ability to keep pace with multiple sources of data. It was the combination of real-time capability, high availability and integration of our bespoke business logic that set the platform apart.”
“The Atoti FRTB solution provides the essential features we required, notably its comprehensive and flexible ‘what-if’ capabilities. We are currently exploring the possibility of generating SBM and DRC risk charges more frequently, extending beyond the regulatory mandate.”