Risk Manager

Empower trading control with real-time risk analytics and actionable insights

Risk Manager is a comprehensive real-time market risk solution delivering P&L, margin, stress, VaR and position management in one application.

This centralised service helps our clients streamline risk metrics to achieve Risk as Alpha™.

Key Benefits

Understand the financial health of a trading entity in real-time

View real-time P&L, real-time margin, Value at Risk (VaR) calculations, and parameterized stress risk alongside account credit in one detailed time series chart.

These indicators, along with the Net Liquidating Value (NLV) of an account, can be used in ratios and metrics to grade and determine the financial health of any trading entity.

Analyse the underlying information

Risk Manager allows users to drill into each indicator and perform analytics and take actions, including triggering alerts and messages to KRM22’s Limit Manager to help control and even halt trading activities.

Application Features

Single GUI

For the first time, all risk factors can be seen, analysed and acted upon in a single GUI.

P&L + position breakdown

Facilitate real-time P&L broken down throughout the firm hierarchy with full visibility into positions and P&L down to the strike level, Greek calculations as well as What-if position evaluation.

Margin analysis

View detailed margin calculations across a variety of exchanges including SPAN, SPAN2, ICE, Eurex Prisma, TIMS, RBH and others.

Parameterised stress

Utilise user-defined market stress analytics. Price shocks of current positions can be applied through implied volatility or historical volatility, standard deviations, percentage moves, and absolute moves.

Export, alerting and What-if

Take action on all analysis through rules based alerting, export and What-if analysis. Integration with KRM22 Limits Manager to define control of trading activity.

Value at Risk

Monte carlo, parametric, and historical VaR calculations are all supported with customisable lookback periods, confidence levels and time horizons.

What Our Clients Say

“Finally, we are able to see all of our real-time risk and post-trade risk in one place.”
Top 20 FCM Chief Risk Officer

“Using KRM22 Risk Manager’s historical time series analysis has added valuable context to our real-time and post-trade risk.”
Top 25 FCM Head of Futures Risk

“The creation of custom formulas and metrics allows our risk department to focus on material risks to comply with our global risk policies.”
Top 10 FCM Head of Risk

Contact Us

Find out how we can help you with your trading and corporate risk challenges.