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Risk Analysis Service

Gain an accurate view of market risk exposures across your portfolios

IHS Markit offers a hosted, post-trade risk calculation service that provides the buyside an accurate view of market risk exposures across their portfolios, in addition to the standard sensitivity measures provided with each mark-to-market valuation.

Our fully hosted risk analysis service calculates VaR using our extensive risk simulation engine, which is used by leading investment banks. To ensure consistency in the market data driving valuations and risk, we use existing market data capture and cleaning processes to drive risk calculations. Risk pricing models are consistent with our in-house library of pricing models, accurately calibrated to market consensus levels.

Customers have the flexibility to define:

  • VaR methodology (Monte Carlo or historical)
  • Confidence interval and time horizon
  • Risk factor simulation models (GBM or mean reversion)
  • Simulation parameters (number of scenarios and weighting for historical returns)
  • Look-back period and observation frequency (for historical VaR only)
  • Frequency of the VaR reports

Customers

  • Agencies
  • Alternative investment funds
  • Asset managers
  • Auditors
  • Banks
  • Corporates
  • Custodians
  • Fund administrators
  • Government authorities
  • Hedge funds
  • Insurers
  • Mutual funds
  • Pension funds
  • Regulators
  • Sovereign wealth funds
  • UCITS funds

Events

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Training & User Group 02 August 2018

IHS Markit Compliance Series - The CRS Editio (...)

Join IHS Markit compliance series and understand (...)

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Training & User Group 20 September 2018

Loan Market Conference

Join us for a conference for users of IHS Markit (...)

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Training & User Group 26 July 2018

IHS Markit Compliance Series - The CRS Editio (...)

Join IHS Markit compliance series and understand (...)

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Training & User Group 11 October 2018

Pricing and Valuation Conference

Join us for a gathering of thought leaders in fin (...)

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Training & User Group 16 August 2018

IHS Markit Compliance Series - The CRS Editio (...)

Join IHS Markit compliance series and understand (...)

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