Atoti Market Risk
Atoti Market Risk is a comprehensive solution designed to help financial institutions manage market risk effectively amidst challenging economic conditions, such as high interest rates and fluctuating oil prices. The platform offers a core implementation that includes essential risk calculations like Value at Risk (VaR), Component Incremental VaR, and Expected Shortfall, along with a reference implementation that provides ETL formats and sample measures. Customization options allow alignment with client-specific data models and workflows. Key features include:
- Real-Time Data Processing: Atoti aggregates data from existing risk and valuation engines, enabling immediate calculations on large datasets for rapid analysis. It supports real-time updates, recalculating only affected metrics as data changes.
- Interactive Analysis: Users can drill down into metrics like VaR to understand daily fluctuations, examining risk sensitivities and their contributions to profit and loss (PnL). The PnL Explain feature helps quantify changes based on market data shifts.
- What-If Scenarios: The platform allows users to simulate various scenarios, such as the impact of earnings reports on equity positions, providing insights across different legal entities and portfolios.
- Sign-Off Module: Atoti includes a dedicated Sign-Off module for auditing trades, allowing risk managers to investigate anomalies in PnL and maintain an audit trail for all changes.
Overall, Atoti Market Risk empowers organizations to conduct detailed risk analysis efficiently, facilitating better decision-making through dynamic reporting and customizable dashboards.
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