Addressing risk & regulatory capital requirements with scalable cloud solutions
Financial Risk Analytics by S&P Global Market Intelligence solutions run on AWS
Financial Risk Analytics provides products and solutions to financial institutions to measure and manage their counterparty credit risk, market risk, regulatory risk capital, and derivative valuation adjustments. Using the latest analytics and technology such as a fully vectorized pricing library, Machine Learning and a Big Data stack for scalability, it's products and solutions are used by the largest tier-one banks to smaller niche firms. S&P Global's risk analytics solutions are available deployed, in the cloud or can be run as a service to free up your internal resources to focus on your business priorities.
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Solution Highlights
Traded Market Risk
Future proof your market risk capabilities with our multi award winning Traded Market Risk solution. Our next generation analytics platform extends full revaluation VaR and Stress Testing into FRTB compliance with full support for the Standardized (SA) and Internal Model Approach (IMA). Comprehensive VaR/ES calculation across all asset classes and trade types .Immediate insight into the capital contribution of non-modellable risk factors (NMRF) through award-winning analytics fueled by market-leading transaction coverage.
Counterparty Credit Risk
Fast track your Internal Model Method (IMM) approval with our Counterparty Credit Risk solution. Supporting both standardized (SA-CCR) and advanced (IMM) capital approaches, our solution also calculates multi-asset PFE for controlling your counterparty exposure.xVA
Lead the competition in the fast-paced world of derivatives trading with the XVA solution giving deal-time insight into the P&L and capital costs of potential trades. Get a complete picture of valuation adjustments arising from counterparty credit risk, funding, collateral, and regulatory capital (SA-CCR, SA-CVA).Stress Testing
Simplify the ever-growing complexity of regulatory stress tests with our Scenario Stress Testing solution. This flexible cloud-based scenario engine can expand regulatory prescribed shocks to the risk factors in your portfolio. Determine the P&L and capital impact on your trading book by feeding the shocks into our companion products: Traded Market Risk, Counterparty Credit Risk and XVA.
Next generation cloud native Enterprise Risk Solution giving Investment Managers access to raw computational power with the flexibility to enable fast informed decisions. Calculate mandatory risk measures such as VaR and stress tests per SEC 18F-4, UCITS, CPO-PQR, FORM-PF and AIFMD rules.
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