Front Office Risk

Manage your time, volatility and risk while making trading decisions. Proactively monitor risk parameters, metrics, measures and exposure while you trade with a tool that provides train-of-thought analysis on real-time data produced by a risk engine. Check your mark-to-market prices, sensitivity indicators and PnL explainers for a crystal-clear picture of your trading position during the day and be ready to sign off on the numbers at the end of the trading day. This 360 view of the trading metrics helps collaborating accross the organization and facilitates the communication with the middle and back office.

Société Générale – Case Study

Real Time Limit Monitoring

Monitor limits in real time with a system that enables What-If simulations and pre-deal checks. Build or define new limits to monitor on the fly. Drill down to any metric or to the trade/position level detail to identify where a breach occurred. Allow for temporal overrides and breach management workflows. Adjust the data and update it on the fly, then send it through for approval processes. Run What-If scenarios and investigate how the addition or subtraction of a particular set of trades or trading books, etc., will affect the desk.

ActiveViam Product Control

PnL Predict

Intraday PnL prediction requires the ability to tap into intra-day sensitivities and market data as well as real-time calculation and aggregation capabilities. Our solution offers a state-of-the-art technology to provide real-time risk and PnL metrics accross the organization and business siloes on-the-fly as data updates and permanently reconcile PnL approximation with a “full reval” pricing result.

PnL Explain

At the end of the trading day, desk heads need to sign off on their PnL and risk numbers in a timely manner. For that, they need to understand the breakdown of the PnL explain indicators and therefore assess the “unexplained” factors. Our solution provides the calculation and aggregation logic with full granularity down to market data/risk factors and offers an end-of-day process to manage adjustments and sign-off with full transparency and controls (an audit trail) to produce the Flash PnL.