Risk and Performance
Manage your risk and optimize the performance of your investments
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.
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
