RiskMetrics Analytics

RiskMetrics Analytics

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.

Market Risk

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

Credit Risk

With its robust, industry-standard methodology, transparency and broad coverage of asset classes, RiskMetrics Credit Risk solutions provide a complete picture of portfolio credit risk for more than 100 clients including: Banks, Pension Plans, Insurance Companies, and Asset Managers.

Data

Robust, comprehensive data is crucial for successful risk management. DataMetrics® provides data solutions to assist in measuring risks associated with financial investing and decision-making.