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RiskMine Stress Testing

RiskMine Stress Testing solutions provides a poweful and flexible framework for scenario generation and distributed computation. With this platform calculations for VaR (historical, stressed), Expected Shortfall, Fundamental Review of the Trading Book calculations and Stress Testing are delivered with ease. The key differentiator is the ability to hook into existing trading system models or analytics to provide a federated model of risk calculations. RiskMine’s Wildfire technology provides the massively scalable (on a global scale) distribution of scenarios to calculation farms/grids while optimising throughput and performance. 

Percentile’s RiskMine platform is the only independent technology solution designed to integrate multiple sources of trading and risk exposures. RiskMine provides a federated framework for holistic stress testing with ready to use connectivity to most market data vendors. Percentile’s technology enables Basel II, III, BCBS239 compliance, FRTB scalability with proven solutions for Market, Credit and Counterparty Risk calculations.

View other products from Percentile Ltd

RiskMine Platform

Percentile’s RiskMine platform offers a comprehensive view of credit and market exposure.  It underpins a range of modules designed to pull, crunch and store data, create an enterprise-wide view, run powerful analytics and tests and report results. RiskMine is the core enterprise platform upon which the following modules operate: Chronos is Percentile’s Time Series Database …

RiskMine Data Aggregation

RiskMine’s Data Aggregation solution delivers a fully automated data pipeline for collecting, enriching and aggregating firmwide risk data to deliver a central holistic view of a firm risk exposures. End-users experience the power of in-memory analytics and instant access to current and historic data without the need for IT or hand-coding of reports. Native Excel …

RiskMine Chronos

RiskMine Chronos is Percentile’s Time Series Database which readily pulls in, cleanses, normalises, stores and reports data from a wide variety of internal and external feeds, including [Bloomberg], Reuters and Markit.  Its sophisticated graphical user interface enables easy browsing, editing and exceptions searching, making it reliable for inclusion in downstream calculations.   Chronos provides a snapshot …