Broadridge Risk Master

Risk Master, a fully-featured and flexible risk management solution, allows firms to intelligently mitigate risk across an entire portfolio or at the trade level. This powerful tool works for multiple asset classes.  It allows clients to control their risk exposure to both market and counterparty risk, and to quickly act upon any identified risk tolerance breaches, facilitating better enterprise-wide decision making.

Multi-Asset Class Coverage

From vanilla instruments to exotics, Risk Master supports a broad list of asset classes, including Equity, Fixed Income, Credit, Foreign Exchange, Commodities. Clients monitor and analyze Value-at-Risk to better manage their risk intraday. There are predictive tools that use historical data and changing variables to model portfolios, allowing firms to further identify and mitigate their risk exposure. Risk Master also delivers sensitivity analysis for including matrices for Interest Rate and Credit Spread exposures.

Multiple Delivery Options

Risk Master is highly scalable, supporting a firm’s growth, and is available via ASP or deployed in the clients trading and risk infrastructure. For either delivery method, clients will benefit from the platform’s managed data service and data warehouse capabilities.

An Integrated Solution

Fully integrated with the industry-leading Numerix® CrossAsset Library, Risk Master is delivered with cleansed reference data and the ability to integrate with client specific models as needed. Numerix® CrossAsset Library can price and model any instrument using the industry’s most advanced calculations. Its quantitative analysts have developed proprietary methods that represent an industry best-practice in speed and accuracy, enabling rapid calculations for even the most complex instruments. In addition, the Numerix hybrid model framework produces accurate valuations for instruments consisting of multiple underlying through joint calibration and incorporating multiple stochastic processes.

Risk Master provides:

  • Customization and flexibility, enabling the valuation, simulation and reporting of assets and risk factors tailored to specific requirements.
  • Coverage of multiple asset classes and risk perspectives across an extensive range of risk factors, asset classes and investment strategies.
  • Full integration with industry leading Numerix® CrossAsset Library, representing industry best-practice in speed and accuracy, enabling rapid calculations for even the most complex instruments.
  • Scalable risk management and reporting, enabling firms to focus on primary business activities.
Virtually All Asset Classes Supported
VANILLA RATES
  • Swaps and Swaptions
  • Caps and Floors
  • Forward Rate Agreements
  • Amortizing Swaps
FIXED INCOME
  • Fixed Coupon Swap and Bonds
  • Basis Swaps
  • Power Reverse Dual Currency Notes
  • CMS Linked Swaps and Bond
  • Range Accrual
  • Zero Coupon Swap
  • Callable Zero Coupon Bonds and Swaps
  • CC Spreads
  • CC Chooser TARNs
  • Inverse Floaters
  • FX Digital Floaters
  • FX Linked TARNs and Inverse Floater
  • Rainbow Swaps and Bonds
CREDIT
  • CDS
  • CDS Options
  • CDS Indices
  • CDS Index Option
  • Single tranche CDOs
  • CDO Tranche Option
  • NTD
EQUITY
  • American Options
  • European Index Options
  • Compound Index Options
  • Dividend Swaps
  • Variance Swap
  • Index Futures
  • Performance Linked Swaps and Notes
  • Custom Equity Linked Notes and Swaps
  • Hybrid Index
  • Corridor Option
EQUITY BASKETS
  • Basket Notes with Knock Out
  • Custom Equity Basket Linked Notes and Swaps
  • Best of and Worst of Basket Option
FX
  • Swaps and Forwards
  • Non deliverable
  • Forwards and Options
  • European
  • Options (Fade In and Fade Out, Barrier)
  • Bermudan Fade In
OPTIONS
  • Accelerators
  • FX TARNs
  • Digital Range Accrual with Knock Out
  • Custom FX and FX Basket Linked Notes and Swap
INFLATION
  • Custom Inflation Linked Notes and Swaps
EXCHANGED TRADED
  • Government Bond Futures
  • Short Rate Futures
CUSTOM DERIVATIVES
  • Callable Path Dependent Products
  • Structured Products

 

Product and service specifications
Database
• N/A
Language used
• N/A
Operating system
• N/A
Pricing structure
• N/A
User interface
• GUI
• Web
Tags:
risk master, Market risk , Credit risk, Risk reporting, Hedge fund risk , Risk management system