Trading Book Market & Credit Risk Solution
Vector Risk provides a true multi-tenancy SaaS solution for VaR, PFE, xVA and FRTB (SA & IMA). Hosted on Microsoft Azure, it uses Microsoft HPC (high performance computing) for extreme computational performance, for example carrying out 32 billion trades valuations in 22 minutes. Vector Risk has customers in the Asia Pacific, Japan, ME, Europe, and the US.
As a SaaS solution, Vector Risk dramatically reduces implementation timeframes, has little project risk, requires no new IT infrastructure, and provides regulatory evergreening. Extreme performance enables you to carry out portfolio IMA in minutes rather than hours. Vector Risk offers a complete FRTB solution with software that's in production.