Risk management information

Risk metrics reporting

Risk metrics reporting is typically undertaken on an ad hoc basis throughout the day, or more typically at the end of the day. The reporting is very intensive in terms of the system and process, and existing platforms struggle to enable quick, ad-hoc and intra-day aggregation of risk data.

To address these challenges, GFT has developed and implemented a risk metric aggregation capability to support business problems, including market and credit risk, compliance, collateral, operations risk, metrics and P&L analysis.

In both the commercial and open source markets, there is a lack of sophisticated, component-based aggregation engines capable of calculating the required complex risk metrics from the large data output generated by front and middle office valuation grid platforms. In addition, risk aggregation is typically built on cube technology that often struggles to scale. It also requires the pre-build of a dimension model prior to possible queries.

Rapidly deployable aggregators

Business cases

Increasing need for firms to deploy an aggregator quickly and provide tangible and demonstrable evidence to support the business case. Plus a working aggregation engine as a ‘code accelerator’ that can be enhanced and extended for a full custom build

Complex calculations

Risk metrics

Risk management information offers hierarchical, linear and dimensional engines to support the calculation of complex risk metrics. Different engine schemas to support varied user requirements. Schemas for new requirements can be created in real time

Aggregation across many years

Real-time data

Ability for complex data analysis with time- or data-based dimensions and ‘lenses’ for bespoke analysis. Architecture that can be scaled out and scaled up with pre-defined BCBS239 aligned risk metrics supported, including a data dictionary.

Our solution applies complex, scenario-based financial models to very large volumes of data, highlighting correlations and influencers. Typically this is achieved in weeks, thereby reducing delivery risk and ‘time to market’ whilst providing key operational metrics. ”

Andrew Rossiter Head of Technology Services

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Risk specialists

Business and technical expertise

GFT provide a flexible data aggregation platform that can perform complex logic calculations on massive amounts of data in real time. GFT Risk MI builds on the business analysis tool to deliver real-time risk metrics and management information.

Metrics model

Standard industry metrics model

GFT can provide an operating model which is supported by 2000 pre-defined metrics, including detailed data dictionaries and taxonomies. This rapidly reduces the ‘time to market’ and the design risk for these functions.

Existing designs of operations

Visualisations

Visualisations are based on state-of-the-art HTML 5 dashboards across risk, distribution, trading, sales, product control, operations and regulation. Using best practice and competitor intelligence fuels strategic thinking within the user community.