ActiveViam

Risk

Explore Atoti solutions for risk management

Managing risk while trading in volatile markets requires fast, flexible analytics to answer any
question immediately. With Atoti, risk managers and product controllers will validate PnL
quickly, identifying and explaining outliers, anomalies and limit breaches easily. Atoti provides risk managers and controllers with the power of great analytics and performant calculation to support the front office with
precise, valuable insights.

Benefits

Aggregation of detailed risk data coming from all risk engines

Reporting solution combining interactive real time queries with static reports

Perform what-if simulations and evaluate impact on risk, PnL and capital

Run day-on-day comparisons, drill-down and drill-up across hundreds of dimensions without limitation 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 trading and risk limits

Market Risk Management

Have all the relevant risk data at your fingertips with no preaggregation. Identify, explain and understand any shift, 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 climate risk scenarios (as either physical or transition risk) on any component of your portfolios. Facilitate the navigation, mitigation and management of said risks.

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.

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 margin rules for uncleared OTC derivatives on our ISDA-certified platform; compute margin requirements and explain day-on-day changes in your margins, linking them to changes in your exposure. Empower your team to run What-If simulations on any trade and netting set; apply CSA parameter changes and see their impact on current margins. Review counterparties and identify the smallest and largest SIMM amounts, whilst leveraging automated alerts to monitor breaches. Break down margin costs per trading unit using our margin allocation algorithms.

Value at risk

Produce VaR faster including VaR drivers and explainers and with more precision than ever before thanks to Atoti's non-linear calculations and multidimensional analysis of VaR, Expected Shortfall (ES), CVar, HVaR, TVar, MVar, Stress VaR and Component VaR.

SA-CCR

In your implementation of the Standardized Approach for Counterparty Credit Risk with Atoti, calculate and decompose risk drivers at any level and instantly see results. Anticipate the credit risk capital impact of new trades and quickly deliver a precise analysis across many dimensions.

xVA

Use Atoti to establish an integrated xVA analytical platform from multiple sources of trading and credit data. Understand the shifts of each xVA factor and their impact on the whole portfolio. Analyze xVA sensitivities at the most granular level, down to trade or risk factor, and understand xVA's impact on the overall 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.

Liquidity risk management

Compute and analyze liquidity regulatory ratios like LCR and NSFR down to individual cash flows. Model liquidity forecasts and run 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.

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.

Sign-off

The sign-off functionality is an add-on in Atoti that provides audit, control and business workflow verification. Sign-off allows users to access and validate historical data, correct errors on the fly while retaining a robust audit trail.

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