Real-Time Risk Calculations & Reporting – IMGroup
As a Microsoft Gold Partner, IMGroup’s focus is on helping traders to reduce risk, lower losses and increase returns by identifying, analysing and reporting portfolio risk in real time.
So instead of having an historical view of their risk position, Microsoft and IMGroup enable customers to always have a real-time view of their current position by recalculating the risk immediately after each individual trade and to reject high-risk trades, reducing customers’ overall portfolio risk.
To quote one of IM Group’s customers: “This is by far the most valuable risk system I have come across. Real-Time Risk Analytics is revolutionary in its provision of real-time data. The impact to our business already has been impressive.” And at another leading global bank, IM Group replaced spreadsheet-based overnight FX and Rates risk calculations with real-time, on-demand risk calculations and reporting.
As well as providing a real-time view, Microsoft and IMGroup add extra intelligence by enabling traders to understand how their risk is spread across portfolios, counterparties and time and to see the contributory risk factors. Real-Time Risk Analytics includes ‘out-of-the-box’ analysis and reporting for summary risk, spot ladder, volatility buckets, trade level analysis, differencing and heat map analysis.
And rather than replacing customers’ existing risk calculation infrastructure, Real-Time Risk Analytics leverages it, thereby optimising customers’ existing investment – one of IM Group’s customers expects operational savings of at least $1.8m per year.