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Financial Risk Analytics

Address evolving risk and regulatory requirements with scalable, modular solutions

To comply with new regulatory requirements that demand greater scrutiny of risk, firms need more versatile, high-performance analytical tools. Financial Risk Analytics from IHS Markit provides a suite of integrated, scalable and modular solutions for enterprise-wide risk management across a broad range of asset classes.

With Financial Risk Analytics, you get access to a fully interactive interface that allows for dynamic, on-the-fly risk reports, as well as the ability to slice and dice results. By harnessing grid technologies, we can support highly variable computational demands. The flexibility and open structure of the underlying architecture allows you to customize or integrate new models very simply.

Key benefits:

  • Extensive coverage – Find cross-asset support, including interest rate, FX, equity, commodities and credit instruments
  • Rich analytical output – Use the dynamic interactive interface for on-the-fly calculations, visualizing results, slicing and dicing analytics, and exporting results
  • Flexibility – Add and integrate new instruments, models and risk measures
  • Speed – Use a calculation engine that leverages supercomputing concepts to provide computational speed without sacrificing accuracy or stability
  • Scalability – Maintain batch times as your portfolio size increases, with lower total cost of ownership through the use of fewer processors
  • Timeliness – Implement in batch or real-time mode


  • CCR/xVA Solution Suite

    IHS Markit’s Counterparty Credit Risk (CCR)/xVA Solution Suite supports regulatory capital calculations and an extensive range of pricing valuation adjustments on a single, modular platform. It allows firms to mitigate the impact of capital requirements and delivers flexible pre-trade analytics to the front office.

  • FRTB Solution Suite

    IHS Markit provides a suite of solutions for the Fundamental Review of the Trading Book (FRTB), which enables banks to comply with the new Basel market risk requirements by supplementing their existing infrastructure and processes. The solutions are designed to shorten FRTB implementation programmes, reduce execution risk and cost, and help firms manage the capital impact of the regulation. They can be implemented on a standalone basis to address specific aspects of the requirements or in combination with one another to provide end-to-end support for FRTB.


IHS Markit Event 21 March 2019

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Securities Finance London Forum 2019

Securities Finance London Forum 2019

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IHS Markit Event 26 March 2019

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