Risk Management

The Torstone RiskMine platform provides a centralised ‘single source of truth’ for all risk data within a firm, making it easier and faster for Risk Officers to analyse and act on firm-wide risk exposures in real time. It automates the collection, cleansing and management of both input and output risk data liberating Risk Officers from the shackles of manual data management and end-of-day risk reporting, allowing them to focus on risk management and adding value to the business. The design and architecture of the platform future-proofs risk management teams for changes in the business and regulatory landscape.

 

Data quality of static, reference and time series data is of critical importance for risk management. RiskMine provides automation of collection from multiple sources and visualisation tools to manage input data and output data for risk calculations. It results in a centralised store to feed calculations like Value-at-Risk (VaR), Expected Shortfall and Stress Testing. RiskMine includes tools for data quality governance being mandated by regulators. Learn More

High-performance, cross-asset pricing library for use in Front Office and Risk valuations across Equity, Fixed Income and Credit Derivatives. Capabilities include PDE and Monte-Carlo based models for multidimensional products. RiskMine also orchestrates these models in distributed calculations for valuations, VaR and other large-scale simulations. It enables firms to achieve a single risk compute environment for market, credit and regulatory capital requirements. RiskMine harnesses the power of elastic computing to achieve scalable risk computing in a cost-effective solution. Learn More

Risk data is inherently complex and hierarchical. RiskMine provides a scalable approach to risk data collection, management and dynamic aggregation. It provides end-users with a robust risk data warehouse for ad-hoc analysis and reporting, using tools they are already familiar with; this provides an analysis capability to answer new questions they haven’t asked before. Learn More

RiskMine provides solutions for both Internal Model and Standardised Approaches under the new FRTB rules.

A real-time Standardised Approach calculation engine to produce the position-by-position capital charge and show intermediate calculations, allocation of buckets and correlations. Out-of-the-box what-if capabilities to understand and experiment with capital drivers.

For Internal Models, RiskMine builds naturally on proven market data management, scenario generation and distributed calculations – the move to Global Expected Shortfall, with its varying historical date ranges, liquidity horizons and risk class combinations, is simply a matter of configuration. Quickly assess the capital impact and identify the drivers of the capital charge right down to individual portfolios or positions. Learn More

Find out how Torstone Technology can streamline your operations. Contact one of our specialists today at enquiries@torstonetech.com