Risk and Performance

Manage your risk and optimize the performance of your investments

Overview

A flexible and powerful solution that embeds a library of over a hundred ratios and indicators of market risk monitoring and performance analysis.
JUMP RISK MANAGEMENT relies on high-performance real-time calculation engines to perform ex post and ex ante analysis.
With JUMP RISK MANAGEMENT, you can more easily and quickly perform risk studies, performance attribution calculations and stress tests.

With JUMP RISK MANAGEMENT integrated into your Front-to-Back platform, your managers access real-time dashboards with all the required information to make the most efficient investment decisions.
Coupled with JUMP REPORTING, JUMP RISK MANAGEMENT offers you the possibility to instantly share all your analysis with your teams and clients in the desired reporting format.

More information

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Benefits of the solution

EMBEDDED CALCULATION ENGINE

Apply calculation of sharp risk indicators and get all the necessary traceability of the calculation, step by step, to justify your results

LIBRARY OF PRE-CONFIGURED INDICATORS

Easily and quickly use hundreds of indicators available in the standard library

DESIGNER OF CUSTOM RATIOS

Autonomously supplement the standard JUMP library by using the formulas and scripts designer and then use your own formulas

DECISION SUPPORT TOOL

Monitor the evolution of indicators over time and perform back testing on instruments and portfolios

STRESS TEST

Create, modify and exploit up to several hundred market scenarios

PROXY GENERATOR

Create optimal hedging instruments with an exclusive calculation engine that combines multilinear with yield style analysis

Main features

Embedded calculation engine

∎ Powerful: very fast calculations for complex analysis
∎ Sharp: 5 types of VaR, global risk, etc.
∎ Rich: large ratio library included
∎ Adaptable: easy creation of new indicators and ratios
∎ Embedded mathematical and financial library

Risk monitoring

∎ Real-time calculation engine
∎ Ex post and ex ante risk ratio calculations
∎ Custom benchmarks
∎ Monitoring of risk evolution
∎ Steering dashboards

Performance analysis

∎ Different calculation methods: TWR, modified Dietz, TRI, TRM, etc.
∎ Contribution performance analysis per line and per segment
∎ Attribution performance analysis per line and per segment

Advanced features

∎ Calculation of SCR ratios
∎ Stress-test and portfolio projection at a future date
∎ Advanced scenarios library
∎ Multilinear and yield-style analysis
∎ Constraint proxy generator

Steering

∎ Customized dashboards
∎ Configurable real-time alerts
∎ Automated periodic reports
∎ Web interfaces and adaptive design for dashboards