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Trading Book Market & Credit Risk Solution

Vector Risk

Treasury
Trading
Pricing & Analytics
Full end of day and real time solution for market and credit risk, including VaR, PFE, xVA and complete FRTB.
Treasury
Trading
Pricing & Analytics
Full end of day and real time solution for market and credit risk, including VaR, PFE, xVA and complete FRTB.

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.

Running risk systems on-prem is a costly exercise (license, hardware, maintenance, administration etc.). Simplicity, agility and efficiency are the new standard in order to overcome cost pressure, audit pressure and to successfully keep up with everchanging regulations. 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.

Risk as a Service

Azure hosted, true multi-tenancy SaaS solution to overcome the traditional and costly on-prem approaches by delivering a subscription-type suite that cuts initial costs, its easy and quick to deploy and eliminates workload and responsibility for the client.

Integrated Trades & Rates

Trade and Rate data from the Finastra trading platform can be automatically loaded into the app using Azure Data Share.

Risk Analytics

The app’s suite of analytics includes FRTB SA & IMA. Vector Risk constantly updates the solution to enhance performance, add new pricing functions and to keep pace with regulatory standards (“regulatory evergreening”) – all this included in the subscription.

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General information

Commercial model
Resell
Integration
Pre-integrated products
Fusion Opics
Fusion Summit
Fusion Kondor
doneAvailable for all 3rd party systems
Implementation
Cloud Hosted
Website
Support
Privacy policy
Data processing countries
Australia
Singapore
Switzerland
United States of America

How it works

Data from the bank's trading platform is loaded into the FusionFabric.cloud data lake through a secure connection. Approve the loading of trades and rates from your Finastra trading platform to Azure Data Share; this automatically triggers the loading of data into the App where the calculations are performed; results are then saved for viewing and export through the GUI. Using high performance computing techniques the App can run these calculations 80x faster than a traditional system. If some of the analytics are replacing analytics from an existing system the exiting system can be decommissioned

Pre-integrated

Trade and market data are already mapped for Opics, Kondor and Summit.

Data Security

Data transportation is subject to a rigorous security process.

Regulatory Evergreening

As a SaaS solution, a single instance of the software is used by all customers. It is continuously upgraded to ensure it complies with changing regulatory requirements.
How it works

How it looks

User Parameters

Sensitivites overview.

User Calculation

VaR overview.

Statistics

Credit xVA full drilldown.
screenshot container
User ParametersUser CalculationStatistics

User Parameters

Sensitivites overview.

Resources