RiskButler.com

Financial Institution a.o.

Many use cases


Banking: Asset & Liability Management

Big Data platform - include own models - regulatory ready - fast up-and-running

Use RiskButler.com for internal risk management purposes.

It is easy to make what-if simulations and experiment with different portfolios. Different data sets with different sampling frequencies is supported, and the physical location of the data is set with a simple HTTP URL address for automatic data updating.

It supports market risk, counterparty credit risk (CCR) and liqudity risk (currently simple funding gap).

The BigData platform can be extended for regulatory reputation risk estimations by measuring social media content filtering. We have experimented with Facebook.

The CCR implementation is according to the Basel III (EU CRD) regulatory rules, and the other models can be adjusted for direct regulatory purposes.

A number of well-known and widely used stochastic processes are provided, and your own stochastic processes and even model software can be integrated.

Stochastic process examples are: Ornstein-Uhlenbeck or Vasicek process, Black-Scholes-Merton or geometric Brownian motion model, and the Cox-Ingersoll-Ross. We also have our own more generalised models.


Banking: Capital Markets

Happy clients through white labelling - scalable solution - full simulation CCR

The RiskButler.com platform and solution can be white labelled such that it can be provided to your trading clients' i.e. a client side risk management service.

Client leveraging risk management can be handled by a client-by-client full simulation risk exposure calculation, both on the business side where a counterparty credit risk calculation is done, and on the client side where a market risk calculation is done.

The higher frequency trading "flow" side can be accommodated by using the quick full simulation calculations (e.g. GBM stochastic process model) on snapshots of the higher frequency market data and given portfolios: Calculations takes a number of milliseconds, can be optimized further.

The system has a patent pending method to group organizational units, and can calculate at all organizational levels, from the single transaction up to the full holding company comprising all positions.

The solution is highly scalable, so no matter the number of clients you have, the IT infrastructure is readily adjusted to your needs.

Your business can also incorporate the RiskButler.com specific software into the investment bank's trading platform software for risk calculations on the devices (e.g. smart phones or computers) of your clients.

See also: Asset & Liability Management above for internal risk management purposes.

See also the trading organisation overview presentation below where typical parts of a trading organisation are mapped against a typical business value chain: Texts being updated, sorry for the inconvenience.

up

Banking: Asset Management

Connect to your clients - add more security to the the alpha goals

Use RiskButler.com for internal portfolio risk management purposes.

One way to do this is to define the risk appetites for all separate portfolio mandates, for example, objectively stated in the investment funds legal statute(s), the Prospectus, approved by the Board of Directors. The risk appetite is the maximum desired loss over a given period for a given probability. RiskButler.com will subsequently report risk utilization for the portfolio, and give suggestions to portfolio changes if risks are surpassed.

The RiskButler.com platform and solution can be white labelled such that it can be provided to your asset management clients' i.e. a client side risk management service. RiskButler.com can serve any number of clients i.e. even many thousands at the same time. Hereby, your clients can get a better understanding of the portfolios and become more connected to your company and its valuable services.


Banking: Private Banking

Improve your client leveraging controls - improve online client services

RiskButler.com computes the individual client risk based on fully updated financial market information - in this sense the add-on factor model is a static model because volatility rates etc. are rarely updated, while RiskButler.com is continuously and dynamically updated. In addition RiskButler.com makes a so-called full simulation calculation of the client risks which is much more correct than the crude add-on factor calculation.

Many private banking institutions use the add-on factor model to estimate their client leverage risk (also termed margin risk or counterparty credit risk). The add-on factor model is somewhat outdated compared to the method included in RiskButler.com.

By making more precise client leveraging calculations you can improve your company's revenues by increasing trading volume and income fees, while at the same time in a more safe manner than previously.

See also: Banking: Asset Management above for how to retain and bind your clients better to your services.

up

Exchanges: Bourse trading

Improved risk management controls

Complement the risk management margin controls by utilising RiskButler.com risk calculations that are based on advanced stochastic processes and Monte Carlo simulations.

RiskButler.com has a fast and consistent calculation engine for spot, futures and options products.


Life Insurance: Asset & Liability Management

Texts being updated, sorry for the inconvenience.

...

up

Pension Funds: Asset Management

Texts being updated, sorry for the inconvenience.

...


Sovereign Wealth Funds: Asset Management

Texts being updated, sorry for the inconvenience.

...

up

Investment Management: Asset Management

Texts being updated, sorry for the inconvenience.

...


Central Banks: Asset & Liability Management

Texts being updated, sorry for the inconvenience.

...

up