Allows risk managers to easily and accurately calculate the market risk attached to clients, at all organizational levels and across all asset classes.
Automatically upload start-of-day data from the bank: accounts, holdings, OTC transactions, global equities data, etc. as well as ongoing data to update rates, working orders, transactions, and various other parameters.
The system performs ongoing evaluation of clients’ exposures (vs. their existing collaterals). Clients are being monitored at all organizational levels and across all asset classes.
Accurately determine the market risk of each client and allocate credit accordingly.
The system is operated by using core, unified characteristics, but can also be extended and adjusted to meet specific requirements.
Allows risk managers to easily and accurately calculate the market risk attached to clients, at all organizational levels and across all asset classes.
Automatically upload start-of-day data from the bank: accounts, holdings, OTC transactions, global equities data, etc. as well as ongoing data to update rates, working orders, transactions, and various other parameters.
The system performs ongoing evaluation of clients’ exposures (vs. their existing collaterals). Clients are being monitored at all organizational levels and across all asset classes.
Accurately determine the market risk of each client and allocate credit accordingly.
The system is operated by using core, unified characteristics, but can also be extended and adjusted to meet specific requirements.
Performing multiple scenarios for underlying asset price and volatility and calculating the expected maximal loss in the portfolio.
Offsetting assets with high correlation level.
Breaking down of OTC transactions in the FX and IR markets and offsetting opposite positions.
Offsetting equities listed in multiple exchanges.
Monitoring and controlling over pre-set criteria regarding diversification of tradable assets in an account.
This model provides the capability to define stress test scenarios and to view the relevant calculations made by the system. Each scenario can incorporate modifications to various risk factors
Identifying exceptional market conditions or irregular client status and acting upon it: applying trading blocks to Sivron’s trading system / reporting blocks to external systems, presenting options of applying and removing trade block to the controller, presenting real time alerts in a pop-up window, and presenting historical alerts report.
Mechanism for account limit management based on different categories at various levels of the organizational structure, and ongoing calculation of the actual usage of these limits.
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