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Risk Analysis and Management
System is pro-active, real time solution that
provides advanced analytics and quantification of
Value at Risk (VaR) based on the combination defined
in CME-SPAN® and thumb rule. It also enables the
exchange to effectively identify and mitigate risks
associated with traders’ portfolios. |
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Highlights
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- Risk Management of Multi-Asset and
Multi-Currency Products
- Margin computation based on thumb rule, VaR
and CME-SPAN®
- Mark-to-Market (MTM) based Alerts and Margin
based Alerts
- Risk Management at Account Type level
- Real time risk analysis and management with
minimal user intervention
- Ability to perform “What if” analysis by
changing possible factors determining the risk
- Margin benefit to members for mitigating the
risk based on inter-commodity or multi-tier
positions
- Integration with multiple systems for real
time dissemination of risk details.
- Extensive value added reports to provide
data to third party reporting software (Data
Warehouse)
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For further information, please provide your Contact Details to serve you better
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