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.