Benefits
Enterprise-Wide Risk Management:
Atoti Market Risk allows institutions to manage and consolidate risk data from various engines, business lines, and product types, creating a global view of both closing and intraday risks.
Real-Time Calculations and Analysis:
Atoti Market Risk performs calculations on aggregated data sets as they are queried, facilitating speed-of-thought analysis. This ensures that risk measures and analyses are immediate and up-to-date.
Granular Insight:
Atoti sits atop existing ALM architectures, offering liquidity risk managers a platform to explore data in-depth. It enables running complex simulations with up-to-date figures, providing granular and actionable insights.
Slice-and-Dice Risk Analysis:
Users can drill down into risk sensitivities, including exotic ones like theta, volga, vanna, and gamma, and aggregate them on the fly. This provides detailed insights into the factors driving risk metrics such as VaR.
What-If Scenarios:
Atoti Market Risk supports native What-If capabilities, allowing users to simulate the impact of various scenarios on their portfolios. This functionality is crucial for assessing potential outcomes and making informed decisions under different market conditions.
PnL Explain Process:
The solution allows risk managers to drill down into the PnL from one business day to the next, quantifying changes based on market data shifts. This helps in understanding the impact of specific market movements on PnL.
Accelerated Sign-Off:
The dedicated Sign-Off module provides more control over audit and verification processes, enabling users to manage daily product control functions efficiently. It supports the creation of mandates, investigates anomalies, and maintains an audit trail.
Dynamic KPI and Limits Management:
Users can define and manage KPIs and limits dynamically, facilitating exception management and analysis. This ensures that risk thresholds are monitored and breaches are investigated promptly.
Seamless Implementation and Customization:
Atoti Market Risk is delivered with a core set of risk calculations and a reference implementation, which can be customized to conform to client data models, workflows, and structures. This ensures a tailored fit for each institution.
Optimized for Growth and Scalability:
The solution supports highly optimized calculations that scale with the institution’s growth. It is designed to handle large datasets across hundreds of dimensions, ensuring that it can meet the needs of even the largest financial institutions.
Cost-Effective Solution:
By consolidating and integrating data across existing systems, Atoti Market Risk provides a cost-effective solution that adheres to organizational hierarchies. It guarantees a superior user experience without compromising future upgrades.