Risk Data Management

Data quality is essential for any risk analytical platform to deliver reliable data. Torstone Risk automates data collection from multiple sources and visualisation tools help you manage input and output data for risk calculations. This is all supported by a centralised and highly optimised risk data warehouse capable of handling billions of rows of risk exposures per day.

Advanced tooling is provided so you can investigate historical data anomalies and have a formal process around signing off market data that falls in scope for current required risk calculations, meeting data quality governance mandated by regulators.

Standard and custom data rules can be configured to automatically search for issues around market data time series that need data cleansing and sign-off. The data management process for FRTB Internal Models Approach compliance of non-modelable risk factors is also supported.

• Optimised Risk-Data Warehouse (“Big Data”)
• In-house Risk Data Augmentation and API Integration
• Risk Data Quality Management
• Time-Series Cleansing and Sign-Off
• Security Reference Data (Terms) Management
• Market and Reference Data Provided or “Bring Your Own Licence”