ActiveViam

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Risk

Explore Atoti solutions for risk management

Managing risk while trading in a volatile market requires fast, flexible analytics that can answer any question immediately. With Atoti, risk managers can reconcile PnL quickly, isolating and explaining outliers, anomalies and limit breaches easily. Atoti provides the analytics power and the time to analyze performance and support the front office with precise, valuable insights.

Benefits

Aggregation of detailed risk data coming from all risk engines

Interactive real-time reports and static reports

Run what-if simulations to look at any change and evaluate the impact to risk, PnL and capital

Run day-to-day comparisons, drill-down and drill-up across hundreds of dimensions without limitations in order to explain variations

Streamline the end-of-day sign-off process for all data (risk, PnL, capital) from a single application, perform adjustments and keep a full audit trail

Centrally manage limits for all purposes (trading, risk, compliance...)

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Market Risk Management

Have all the relevant risk data at your fingertips with no pre-aggregation. Identify, understand and explain any emerging trend, outlier or limit breach faster than ever before. Support traders with precise actionable insights and help improve trading performance.

Climate Risk

Integrate financial risk and ESG data into Atoti to assess and analyze the potential impacts of the different climate risk scenarios on different components on portfolios and assets, and facilitate the navigation, mitigation, and management of said risks.
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Real-time PnL predict

Tap into intra-day sensitivities and market data and calculate your PnL. Simulate a trade to see the impact on your PnL. Change a single parameter or trade and instantly see the new predicted values.
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Real-time PnL explain

Reconcile various sources of PnL data (flash PnL, risk PnL...) within the same platform. Slice-and-dice, drill-up and drill down through your entire dataset down to the trade level, with no pre-aggregation and complete interactivity. Analyze variations and explain your PnL. Be prepared for any audit request, earn sign-off faster and focus on value-driving insights and performance analysis.

SIMM

Manage uncleared margin rules for OTC derivatives on our ISDA-certified platform, compute margin requirements and explain day-to-day changes in exposure. Break down margin cost per trading unit using the provided margin allocation algorithms.
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Value at risk

Produce VaR explainers faster and with more precision than ever before thanks to the non-linear calculations and multi-dimensional analysis of VaR, ES, CVar, HVaR, TVar, MVar, Stress VaR and Component VaR.

SA-CCR

Calculate and decompose risk drivers at any level and instantly see results. Anticipate the credit risk capital impact of new trades and deliver a precise analysis quickly across many dimensions.
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xVA

Integrate xVA data from multiple sources on to a single xVA analytical platform. Understand the variations of each xVA factor. Analyze xVA sensitivities at the most granular level, down to trade / risk factor, and understand the xVA impact on PnL.

Product control

Explain and reconcile PnL in a single system, with a dedicated certification process. Analyze trading activities faster and more precisely. Fully eliminate the risk of error and ensure the absolute integrity of financial statements.
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Liquidity risk management

Compute and analyze regulatory metrics like LCR and NSFR down to individual cash flows. Model liquidity forecasts and define behavioral stress tests. Assess the impact of any stress scenario on liquidity risk indicators, like the survival horizon.

IFRS 9

Slice, dice, filter and segment loans to identify patterns such as probability of default and investigate the cause of a change in the potential default rating. Understand the impact of a change of IFRS stages and perform credit risk vintage analysis on the fly.
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IRRBB

Match interest rate sensitive assets and liabilities and manage long-term risk fluidly. Create a negative interest rate scenario to see the impact on the banking book. Avoid profit hits by running mismatches in timing and seeing the slope and shape of the yield curve.

Limit monitoring

Create, monitor and update limits for any indicators centrally. Set up dedicated workflows for investigation and approval. Investigate alerts and breaches immediately. Turn limits from a constraint into an asset.
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Sign-off

The sign-off functionality is an add on to the ActiveViam platform that provides audit, control and business workflow verification. Sign-off allows the user to access historical data, correct errors on the fly and trace the audit trail.

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