Risk Governance

Numeraxial will perform an Independent risk monitors to your firm that are responsible for the design and implementation of the firm’s overall risk management framework and system.


The Process

Numeraxial develops and implements a standard and regulatory risk management process for managing risks across a firm’s line of portfolios. From risk governance to advanced risk control functionalities we also support the trading process.


Risk Policy
Risk Analytics
Risk Monitoring
Risk information standards


Trader Risk

Numeraxial Trader Risk solutions will enable you to answer questions like:
How much can I risk in one single trade?
How much can I risk over the next hour/day/week/ or quarter ?
Get total control over our portfolio positions and anticipate the adverse events.


Solutions

The solutions are deployed as an API and functionalities are streamlined into your favorite platform. The solution features:

  • Risk per Trade
  • Fixed Dollar-Amount Risk
  • Risk Capital
  • Percentage Risk
  • Risk per Sector
  • Value at Risk Limit
  • Dollar Risk per contract
  • Merging to Equity
  • Risk of Ruin
  • Average P&L
  • Price Volatility
  • Standard Deviation
  • Sharpe Ratio
  • Percentage of Winning
  • Diversification
  • Slippage
  • Stop-Loss Risk
  • Trading Level
  • Business Unit
  • Corporate Level
  • System
  • Solution Overview

    Numeraxial's value at risk system provides an integrated risk assessment, analysis, and management designed for retail and medium sized investors to prevent from risk exposure and risk control. This solution offers regulatory VaR frameworks, stress testing, robust functionalities, investor-friendly, provides accurate risk estimates performed in realitime, periodically, and at different business levels.


    VaR Model

    WHAT ASSET CLASSES DO WE COVER?
    • Stocks
    • US Treasuries
    • Corporate Bonds
    • Municipal Bonds
    • Interest Bearing Securities
    • International Government Bonds
    • Derivatives
    • Financial Exchance
    • Commodities
    WHAT METHODOLOGIES DO WE PROVIDE?
    • Full Valuation
    • Historical VaR
    • Monte Carlo based VaR
    • Analytical VaR
    • Stress-VaR
    • Relative VaR
    • Simulated Annealing based Risk
    • Marginal VaR
    • Incremental VaR
    • Expected Short Fall
    • VaR Back Testing

    Greeks

    EQUITY FX RATES
    Delta FX Delta IR01 Currency Forwards Basic Risk
    Gamma FX Gamma IR01 Currency Spot Option Risk
    Vega FX Vega IR01 Parallel Spot Yield Curve Risk
    Theta Repricing Risk
    Rho

    HOW OFTEN DO WE PROVIDE IT?
    • Real-Time
    • Intra-Day
    • Costumized
    • Daily
    • Weekly
    • Monthly
    HOW IS IT DELIVERED?
    • On Premise
    • Secured FTP
    • API