Risk Engine Features

RE exposes a set of advanced features:

  • High portability due to Java programming language and Java based technology packages
  • Support of large sets of data bases: Oracle, MS SQL, DB2, My SQL and others
  • Full historization support of all entities
  • Rich mobile/desktop browser based GUI
  • Flexible multi-window and multi-language GUI
  • Standards based service API – WS-SOAP 1.2, REST, Messaging
  • Native Service API clients – Java, JavaScript, etc.
  • Flexible configuration and settings of the work environment and nomenclatures, such as currencies, cities, countries, etc.
  • Flexible configuration of the system functionality, by licensing modules, models and features
  • Multi-entity and multi-user mode, user rights over objects, using role definitions
  • Batch mode and management for running of calculation sequences, including time controlled
  • External data import via service API or importer module
  • Flexible reporting - Crystal Reporter, Jasper reports, QlikView, etc.
  • Neural Network for Clustering of time series and for definition of the Multi-Factor Instrument
  • Structured Monte Carlo Simulation for market risk internal models
  • Free attributes in portfolios, instruments and positions
  • Support of usual transactions for all instrument types
  • Back Testing Module for Market Value at Risk
  • Limits, Compliance Check and Alerts
  • Notification system, messages on window, sound and e-mail
  • Market data and historical series data, incl. correlation matrix calculation
  • Parallel calculation and simulation, using available processor cores
  • Possibility to distribute the Risk Engine software on more machines
  • Construction of Benchmarks based on indexes and contributions
  • Service API to access the Risk Engine from other applications via WS-SOAP, REST, Messaging with native bindings