Risk engine
Runs
A run is a self-contained, versioned environment, such as a month end. Everything you load, generate and report on lives in it. Pick a run to start, or create a new one.
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Model
How the market can move.
- Risk drivers
- Correlations
- Risk factors
- Scenario sets
Book
What is held, and the market it is valued on.
- Market data
- Instruments
- Portfolios
Results
Revalue the book under the scenarios and turn it into risk numbers.
- Simulations
- Analysis
- Reports