Market Risk

Solutions widely accepted by risk practitioners and regulators as the standard in financial risk management

In today's ever-changing financial markets, risk managers face a wide range of demands, from working with multiple variables to finding technology solutions that generate comprehensive risk analysis.

The RiskMetrics methodology is based on representing each security in terms of the risk factors that drive it including equity prices, commodity prices and curves, exchange rates, interest rate curves, and credit spread curves, together with implied volatility surfaces for multiple asset types. All securities in the portfolio can be treated at once in terms of the risk factors, enabling aggregation of risk across asset classes, as well as the decomposition of aggregate risk numbers across multiple dimensions, including risk type.

Our proven methodologies have been the language of risk management since their introduction in 1994.

Available analytics include value-at-risk statistics, exposure, sensitivities, stress testing, risk attribution, credit exposure, what-if, factor models, and spread modeling for over 80 security types. Using today’s latest server technologies, our platform allows us to simultaneously process millions of positions for hundreds of clients per day.

RiskMetrics analytics offer a wide range of statistics with coverage to meet the diverse needs risk management of market participants, and can be delivered to suit your process needs: via an interactive application, web services, or a reporting service.

For a detailed list of statistics and securities, please see Risk Models available, and an in-depth analysis of our methodologies, please visit the research section of our Knowledge Center.

Please contact us for more information on Market Risk solutions