Summit Risk Management

Summit provides a risk management solution that fully integrates market and credit risk, plus asset and liability management within one architecture.

• Multi-asset class coverage, linking exposure across business lines, portfolios and products
• Enterprise wide and desk level risk analytics
• State of the art analyses and reporting tools
• Live data feeds for up to the second portfolio analytics
• IAS39/FAS133 compliance

 Market Risk:

Summit offers a full set of market risk tools, covering all asset classes in a consistent fashion. These range from desk-level risk tools, such as the Greeks (delta, gamma, vega, theta) and hedge analysis, through to what-if scenarios and Value at Risk (VaR). There are also custom risk analyses to meet the needs of traders in individual product areas. These include bonds (convexity and duration reports) and credit derivatives (recovery rate risk and default risk).

Asset & Liability Management

Summit has a wide range of tools to support your needs in this area including Gap Analysis, Cash Management, Liquidity Reporting, Reset Risk and breakdown reports on Portfolio Composition.

Credit Risk:

Summit provides a sophisticated set of tools to manage credit risk, combining detailed analyses and real-time limit-checking, and the ability to view consolidated exposures with a straightforward mechanism for defining individual limits according to product type, counterparty and term structure.

Summit’s credit risk modules cover the various aspects of credit exposure, including Credit Risk and Settlement Risk.

Support for analysing exposure to multiple entities is also provided including Counterparty risk, Country Risk, Issuer Risk, Industry Sector Risk and Rating Risk.

Up-to-date credit information is constantly available via Summit’s real-time credit limit functionality which uses powerful back-end engines to push out information on current portfolio exposures. Information is consistent but the display can be tailor made according to user needs e.g. specified counter party limits for dealers or high level credit risk viewers for the middle office. This functionality allows allows flexible credit reporting using different calculations for intra-day and end of day reports.