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Relative Markets
Risk solutions for equities and FX



Relative Risk®
Online equity and FX risk management solution

 

Relative Risk®

Online equity and FX risk management solution
 
Relative Risk® is a risk management system that enables clients to model risk and monitor risk exposures. The system is built on multilevel integrated risk models that have the ability to decompose risk into different levels of granularity.
 

 
Our belief
Financial markets are segmented
 
We believe that the financial markets are segmented, and require different models at different levels. The models at different levels are aggregated in a multilevel structure, thus integrating the segmented market.
 

 
Risk Models
A multilevel integrated solution
 
Multilevel multi-asset risk models are built with a multilevel-integrated statistical factor approach. This approach allows finer granularity with increased depth for modelling the structural relationships both within and across market segments.
 

 
Example
A sample of available displays
 
A sample of available displays in Relative Risk® are displayed below.
 

Value at Risk


Expected Shortfall


Horizon Analysis