Enterprise Edition

Management Dash Board

A graphical as well as tabular view of the critical reporting aspects in a single shot along with the limit utilization of the generated alerts. A multipurpose dashboard with customization options to suit the never-ending and ever -changing business needs.

Indicates how much sensitive is your P&L with respect to change in Price and Quantity. Just drill further to investigate further See up to date P&L and Risk on Closed realised, Closed un realised and Open positions. Just go to past dates to how it was. Not just a day, see the trend of performance Not only commodity, have a look at currency risk Alert raised How much limit has been utilized?

Exhibits how profitable is the actual portfolio and hedged portfolio Highlights which commodity / assets generating diversification benefits along with Risk share, Portfolio value share and Percentage of risk How sensitive is the portfolio VaR vis-à-vis Market VaR. Is the portfolio risk is at optimal? Who is contributing major risk from the counter parties. High lights how the change in exposure to counter parties influences the change in risk from counter parties.

Risk Analytics

View the exposure related measures across multiple dimensions in a single window. Readymade risk reports for immediate use. Built on a highly flexible reporting framework that enable customization and save it for future use. OLAP (OnLine Analytical Processing) tool provides a rich graphical & tabular interface to view reports by multiple dimensions and save the templates for any further use.

Exposure Cockpit

Multi Dimension Report

OLAP Reports

Risk Simulation Lab

Simulate various risk calculation and exposure parameters to generate what-if scenarios. Flexible enough to carry out volatility shift analysis and exposure shift analysis along stress testing.

Price Analytics

Utilize price data for arriving at derivative valuation, Basis Risk analysis, volatility correlation matrix, variance covariance matrix along with technical analysis charts. Backtest the VaR parameters to verify the accuracy. Derive the premium value & sensitivities (Greeks) of simple and exotic derivatives.

Derivative Valuation

Basis Risk Report

Volatility Correlation Report

Variance Covariance Report

Price Backtesting

Technical Charts

Limits & Alerts

Define internal or compliance related limits on exposures, P&Ls and Risk matrix on traders, commodities, trading desks, positions, markets, etc. and get system generated alerts on limit breaches with additional facility of alerts mailed to concerned personnel. Combine various alerts to have meta alerts.

User can create measures such as ‘Total Risk’. Such measere may be guided by internal management Policy, Practices, etc

Data Center& Configuration

Manage position & price securities data and analyse the trends of Price, Volatility, VaR on price data. Configure risk matrix parameters for VaR calculation. Flexibility to group similar users under a single role and implement a role based provision of features and modules to access the critical data. Define exposure and risk / volatility mapping rules.