RiskSmart. Manage Risk Anytime, Anywhere

Hundreds of clients, representing thousands of users around the world rely on RiskSmart to identify, investigate, and manage risk – across trading desks, portfolios, asset classes, or the entire firm – capturing the underlying drivers of risk across markets. The platform caters to the needs of those who are responsible for balancing trading and investment goals against risk – including CIOs and CROs, investment teams, risk managers, institutional investors, private wealth managers, money owners, and more.

RiskSmart combines advanced models, thoughtful reporting and complete datasets with user-defined analytics and customizable aggregation rules to create solutions that meet any risk management need. Our solution comes with everything clients need, allowing them to focus on accurately assessing risk that add value to their investment process.

Manage complex, multi-asset class exposures, evaluate new strategies, launch bespoke products, anticipate margin calls, and scale for growth.

Fully Integrate Buy-side & Sell-side Workflows

Risk “Triage” and What-Ifs

Conduct proactive, intra-day risk triage, run customized on-the-fly “what if” risk scenarios and drill down into questionable positions or trades.

Customized Limits & Alerts

Set limits and alerts based on user-defined analytics and various levels of aggregation.

Pre-Trade Risk Compliance

Perform pre-trade risk compliance checks based on liquidity, factor exposures and user-defined criteria, in real time.

Manage Margin Risk

Rely on TS Imagine’s robust Margin Engine to calculate margin requirements, identify the factors driving them and pre-emptively avoid margin risk surprises.

Robust VaR Analytics

Calculate VaR under three methodologies, using customizable inputs and real-time or EOD data.

Flexible, Timely Risk Reporting

Deliver timely, actionable, and transparent internal risk reports and meet regulatory reporting requirements quickly and accurately with our fully documented financial models.

REAL-TIME RISK & COMPLIANCE

Fast, flexible and comprehensive

RiskSmart supports clearing houses, prime brokers and asset managers working in fast-paced, high-volume environments. Powered by sophisticated technology and optimized for processing speed, our solution provides views of intra-day risk across positions, identifying distressed situations so that you can drill down to the source and obtain the information needed to restore risk to acceptable levels.

RiskSmart allows you to:
  • Monitor and manage exposures and risk limits, trade-by-trade, tick-by-tick, in fast-moving markets with real-time pricing, trading, cash and collateral tracked in real time
  • Real-time risk and portfolio analytics on thousands of multi-asset accounts, hundreds of thousands of positions and millions of daily trades – and view actionable dynamic reports within compressed timeframes
  • Aggregate risk across portfolios or other groupings in near real-time
  • Calculate VaR (parametric, historical, and Monte Carlo) across all asset classes
  • Simultaneously track regulatory limits and investment risk to avoid violations
  • Monitor excess/deficit in real-time, and manage potential margin calls before EOD
  • Benefit from extensive coverage of Futures and Options, including OTC commodity products, e.g., S2F from ICE or Nodal
  • Identify potential breaches with respect to capital utilization and risk exposures, and perform institutional-grade due diligence across all asset classes


RISK AGGREGATION

Construct a complete, detailed picture of risk

Trading desks, hedge funds, fund-of-funds, pension funds, sovereign wealth funds, dealers, prime brokers, and others have exposures to a wide range of asset classes, and need to aggregate exposures across investments to provide internal and external stakeholders with complete, meaningful and transparent risk reporting.

TS Imagine’s suite of risk management tools meets these needs with aggregation reports, Value-at-Risk analytics and stress tests that include slice-and-dice capabilities. Evaluate exposures (by country, asset class, etc.) from various angles, and understand the impact of offsetting positions by rolling up exposures in a top-level analysis.

We ease the operational aspects of constructing complete, accurate risk analyses by sourcing position-level data directly from custodians, fund administrators, prime brokers and internal systems.

Value at Risk
  • Calculate VaR for each underlying fund and at the total fund level using a choice of methodologies: Parametric, Historical, or Monte Carlo
  • Customize analyses using flexible controls to select the time horizon, number of simulations, and confidence level
  • Leverage TS Imagine’s wide-ranging datasets, available out of the box, including histories since 2008 across factors, with powerful proxy / fallback mechanisms fill in the inevitable gaps
  • Rely on transparent reporting that provides full transparency, down to raw or shocked data, into correlations and realized volatility, for both real-time or EOD analyses


Stress-testing
  • Conduct fully customizable stress tests with current or historical data, and create what-if scenarios to anticipate potential changes in risk levels
  • Report consistent sets of risk exposures and scenario analyses across all funds
  • Shock risk factors separately or concurrently, including features such as parallel and non-parallel yield curve shocks
  • Apply a beta-weighted / benchmark approach for relative risk reporting
  • Rely on TS Imagine’s robust, full model recalculation approach that includes P&L impact and calculating/updating Greeks for real-time or end-of-day analyses
  • Assess exposures that rely on correlation strategies

TS Imagine’s interactive, customizable dashboards feature full drill-down capabilities and allow users to control how risk exposures are displayed – by fund, sleeve, strategy, or any attribute to create the most relevant views of risk and market exposures.

 


 

Data – Covering Asset Classes Across Global Markets

All of our pricing models, real-time analytics, risk engines, portfolio dashboards and regulatory reports are powered by the full range of market inputs, historical prices, reference data and robust calculation routines that are integrated within the platform. Coverage encompasses exchange-traded and OTC instruments globally, including equities, fixed income, derivatives, convertibles, foreign exchange, commodities, hybrids, exotics, and crypto.

We maintain a real-time global security master, historical tick-by-tick pricing, risk factors, curves, volatility surfaces, corporate actions data and time series of derived analytics across asset classes and time zones. Our data quality team imposes error-checking and quality assurance tests to cleanse the data before it goes live. This data management effort is all part of the platform and service we provide.

Data Powers Every Decision

Buy-side and sell-side firms trust TS Imagine’s integrated data to power the trade execution, portfolio management, order management and risk management tools they rely on.