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Scenario Analysis Service

Stress test your trade or entire portfolio

Faced with changes in regulations, accounting standards, investor reporting and risk management practices, financial firms need a better understanding of their exposure to various market factors as well as accurate measures of liquidity, funding and market risk.

IHS Markit provides tailored scenario analysis results on a standalone basis or alongside independent valuations, across rates, credit, FX, equity and commodities. The fully hosted service calculates scenarios based on our existing valuation platform, which ensures that the market data, bootstrapping algorithms and pricing framework used for valuations and scenario analysis are consistent.

Scenario analysis results can be obtained daily, weekly, monthly or at your desired frequency. There can be one or more stresses defined at the same time in a single scenario, and there can be multiple scenarios assigned to a single trade or an entire portfolio.

Example scenarios include:

Raw market data used for valuations: 1% change in FX spot and 10 basis point change in USD swap rate

Derived data: Parallel shift to the zero coupon or discount factor curve and steepening of the default probability curve

Model parameters: SABR parameters for an equity volatility surface

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 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 20 September 2018

Loan Market Conference

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

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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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