Real Time Risk Management 2017-03-14T14:59:19+00:00

Business as usual, at all times

Real-Time Data, Actionable Insights, Mitigated Risks

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In a world of ever growing data, GigaSpaces In-Memory Computing Platform enables the world’s largest financial companies to detect and manage risk in real-time throughout their enterprise on one platform. Join the digital transformation and realize the benefit of running enterprise risk applications on GigaSpaces In-Memory technology.

Manage your risks in Real-Time

Meet Intraday Market Regulations

Adhere to the ever-demanding Market Regulations to comply with the growing demands of intraday and end-of-day regulatory reporting. Manage risk limits for market, interest rate, credit, liquidity, etc. across all trading systems and asset classes with zero downtime.

Real-Time Risk Limits

Leverage real-time Net Asset Value (NAV) and marginal calculations for all positions at the risk-group and account level at the scale of hundreds of thousands of underlying price moves per second. Validate Value at Risk (VaR) and Expected Shortfall (ES) to capture material risk sensitivities of various asset classes and risk types.

Simulation & Scenario Analysis

Process Monte Carlo simulations, binomial distribution, BlackÔÇôScholes and other theoretical calculations. Run intraday Value at Risk (VaR) analysis and backing testing for 300,000 market factors, P&L vectors, time series data, changing sensitivities, volatility parameters and correlation parameters and perform daily what-if scenario stress tests.

Intraday Reconciliation

Leverage a real-time compute grid for end-to-end trade reconciliation to reduce end-of-day risk exposure. Immediately flag exceptions to enable real-time mitigation by risk managers.

Intelligent Real-Time Fraud Detection

Process event-driven workloads for millions of financial transactions backed by machine-learning and rule-based algorithms to make real-time alerting decisions.

Market Data Validation

Validate market data in real-time as it flows through your middle-office risk management systems. Immediately act upon market data as it arrives into the system with collocated validation rules.

Trusted by Global Leaders

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On Demand Scaling and Risk Calculations using In Memory Computing

Risk Management demands higher throughput and lower latency than ever to meet the challenge of processing terabytes of data from various sources, which must be available to multiple parties, making system management increasingly complex.

Learn how two global Financial leaders used XAP high-speed, cloud based computing fabric support billions of calculations within a split of a second.

Calculation time dropped from days – to minutes!