Fully-Outsourced Risk Analytics Software, Data Management, Monitoring and Secure Cloud
 

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Scalable Platform for
High Efficiency Processing

We’re fast. Very fast. Our streamlined architecture and support operations enable return speeds that set a new industry standard.

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Integrated Data and
Models Across Assets

We cover everything—integrated data feeds with asset level results, rates models, prepay models, credit models, and a VaR for complex instruments such as MBS and ABS.

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Dynamic
Reporting

We deliver robust stress testing, sensitivity analysis, and enable you to export standardized or customized reports. You’ll have interactive and on-demand access around the clock.

 

 

On average, we're 40% more cost competitive
than traditional risk service providers.

A typical Enterprise-size client:

 
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>25,000 Instruments

300M Loans

50B Cashflow Projections

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150 Standard Scenarios

3 Yr VaR Lookback

 750 Scenarios per Instrument

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100+
Instrument
Types

187,500 Simulations per Instrument

 
 

We specialize in mortgages and structured products. All residential, commercial asset-backed, and CLOs.

 
 

Choose from two different flexible deployment options:
Fund Subscriber Service or Managed Service

Each includes on-demand analytics, standard batch and over-night processing or a hybrid model to suit your specific business needs. Our team will work with clients to customize deployment and delivery formats including investor-specific reporting requirements.


Fund Subscriber Service

Standard over-night on-cloud processing provides advanced risk analytics for multi-asset class risk modeling results. Risk analytics include exposure analysis, option greeks (delta, gamma, vega, theta, rho), beta, Value-at-Risk (VaR), stress test, correlation analytics, liquidity, DV01, CS01, and key rate durations (KRDs).

Click here to get a list of covered instruments and standard scenarios offered under the Fund Subscriber Service. 

Managed Service

Our Managed Service inherits the powerful software analytics from our Fund Subscriber Service but also enables custom analytical support, custom scenario setup, variable pricing on additional instrument processing, custom batch scheduling options, and custom system integration options.

Click here to see whether the Fund Subscriber Service or Managed Service better meets your specific needs.

 
 

 
 

Easy Delivery


Accessing the results of your risk run is easy via several different supported delivery channels. We can accommodate your specific needs - whether you're a new hedge fund, fund-of-funds, bank, or other Enterprise client.


Interactive Dynamic Dashboards

Browser-based, drillable visualizations of your portfolio risk are available via our Interactive Dynamic Dashboards. 

Customized Investor Reports

Access pre-formatted reports in downloadable PDF format for on-demand analytics and scheduled batch processing runs. Our application enables users to set up custom scenarios and custom report files to perform analysis when they need it.

Web Services Integration

For Enterprise-size clients that require back-end integration with other back-office systems. Access the Risk Dynamic analytics platform intra-day through an XML process that maximizes speed of delivery.

Data Feeds

Access file-based delivery formats to feed downstream data systems. Formats include CSV, XML and JSON for on-demand analytics and scheduled batch processing runs. Our application enables users to set up custom scenarios and custom report files to perform analysis when they need it.

Interactive Application

Fully-hosted software to perform sophisticated, configurable, on-demand analytics. Our interactive application enables users to set up and run custom scenarios and custom reports to perform ad-hoc analysis when they need it. All data and analytics are hosted on RiskSpan’s cloud servers.