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Buy Side Risk Management Solution

Break away from legacy buy side risk management systems and access our next generation technology on the cloud.

Buy Side Risk management solution from IHS Markit incorporates Value at Risk (VaR), an efficient simulation engine, multiple decision support tools like Stress Testing, Back Testing and ‘What-if’ Scenarios. Available as a cloud service, we can help reduce your total cost of ownership and free up your internal resources to focus on your business priorities.

  • Calculate VaR and expected-shortfall using historical or Monte Carlo simulation for assessing market risk
  • Calculate mandatory risk measures per SEC 18F-4, UCITS, CPO-PQR, FORM-PF and AIFMD rules
  • Multiple decision support tools like stress testing and pre-trade what-if scenarios give you an edge when building your portfolio
Learn More about our Buy Side Risk Management Solution
Buy Side Risk Management Solution Break away from legacy buy side risk management solutions
Complimentary eBook Buy Side Risktech 2.0: Solving the challenges of a risk manager

Next generation cloud native Enterprise Risk Management Solution giving Investment Managers access to raw computational power with the flexibility to enable fast informed decisions.

Get real-time valuation and aggregation for market risk across extensive asset classes.

Deployable in hours and fully cloud native, our solution provides a fast, agile risk management framework, fully compliant with global regulatory requirements and internal risk management use cases

Full Asset Coverage

  • Equities
  • Foreign Exchange
  • Fixed Income
  • Commodities
  • Interest Rates
  • Credit
  • Derivatives
  • Structured Products
  • Securitized Instruments (ABS/MBS)

Best in Class Technology

  • Scalable Risk Engine
  • Frictionless Integration with user-controlled APIs
  • Cloud Native Solution

Comprehensive Risk Solution

  • Broad Risk Measures
  • Extensive Multi- Asset class Coverage
  • Regulatory Compliance

Point in time exposures & sensitivities

  • DV01, CS01, EQ01, FX01
  • Spreads
  • Greeks

On Demand Calculations

  • Risk as a Service
  • Web based interface

Statistical Risk Measures

  • Value at Risk (VaR)
  • Estimated Shortfall
  • Tracking Error / Volatility
  • Marginal & Contributional metrics

Powerful Risk Modeling

  • Full revaluation (including OTC derivatives, structured & securitized products)
  • Flexible aggregation and drill down
  • Customizable risk engines (Monte Carlo & historical)
  • Stress testing (historical, hypothetical, reverse)
  • Regulatory reports (UCTIS, AIFMD, SEC 18F-4)

Trusted Data

  • Curated Market & Reference Data including ESG
  • Rigorous quality assurance

Benefits of our Buy Side Risk Management Solution

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Awards Received

Content
Content

Videos

Experts

Stuart Nield, Ph.D.

He has worked on many aspects of risk in his career and has held senior positions in risk management, quantitative analytics and system development. Over a 15-year career, Dr. Nield has worked for Barclays Capital, UBS Investment Bank and Detica (a data analytics consulting firm). He has a passion for developing risk software that solves business problems in a simple and elegant way. Dr. Nield has a first class honours degree and Ph.D. in Physics from the University of Cambridge.

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Luke Armstrong

Mr Armstrong has a decade of experience in buy side risk management working at CQS and Bluebay Asset Management. As product manager, he is responsible for the design and build of FRA's next generation buy side risk management platform. Mr. Armstrong holds a BEng in Aerospace Engineering with first class honours from the University of Southampton.

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