Riskco Core

Sector / All

Datamart and applications server.The heart of Riskco platform.

Riskco Core has been designed from scratch and built for the future – built for what’s next -.

Main features:

Closes the Front & Middle office circle. It works from trades or portfolio positions at different dates.
A vast catalogue of financial instruments. , standard, complex and very complex instruments. Available instruments can be used to create new instruments. There is not a limit when performing the look-through analysis.

Two specific tools to process complexity with major efficiency

  • A Lexicon to register and process financial instruments from intuitive mathematical formulas, close to language used in a spreadsheet.
  • There is an advanced Montecarlo module which design, valuate and measure the market and credit risk of structured instruments. It can make joint stochastic projections on asset and liability portfolios.

Very flexible. Specifically design to developed a performance attribution analysis under multiple, flexible and dynamic disaggregation criteria chosen by the user.

Fast calculations All calculations are written in C++ . In parallel we also process various financial instruments.

Customizable data base. It is designed for both small-sized companies and big corporations with millions of trades.

Automatic reports generator