Insights

Risk Management

Managing Margin (Part I) – Five Key Challenges from a System-Wide View

Computing, optimizing and monitoring real-time margin requirements across a multitude of instruments and customer accounts is a Herculean task. In this article, TS Imagine discusses the key challenges in this arena and will dive deeper into the specifics of solving its challenges.

December 7, 2020
Asset Class

US Fintech Adds Structured Products to Asset Class Coverage

Global cloud-based portfolio, risk and margin solutions provider TS Imagine has announced the expansion of its asset class offering to structured product issuers and traders.

November 19, 2020
Structured Products

TS Imagine Expands Asset-Class Coverage and Delivers Cloud-Based Solution for Structured Products

New models and workflows support structured products combined with cost and operational efficiencies of TS Imagine’s cloud-based solution.

November 16, 2020

How a Stressful Election Could Stress Your Portfolios

Most market observers agree that the many uncertainties swirling around the US Presidential election are likely to generate volatility in the US equity market that could last well beyond November 3rd.

October 16, 2020
When the market flips its lid, what does it mean for LDI?

When the Market Flips its Lid, What Does it Mean for LDI?

An area of investment management that is particularly exposed to changes in interest rates (nominal and real) is the world of Liability-driven Investing (LDI). This eBook provides an overview of the concept, and then dives into the key questions regarding risk management for liability-driven investing and provides technology tips.

October 12, 2020
Thinking about building a volatility surface? Think again.

Thinking about Building a Volatility Surface? Think Again

At first glance, constructing a volatility surface looks like a straightforward exercise – a closer look reveals there is a great deal more to consider.

September 14, 2020
TradingScreen

Buy-side boost as TradingScreen and TS Imagine enhance partnership

TradingScreen Inc (TS), the all asset class execution and order management system (EOMS), and TS Imagine, leading provider of portfolio and risk management solutions, have enhanced their long-standing partnership to deliver a full front-to-back office trading solution to the buy-side.

August 12, 2020
The lognormal bridge

The Lognormal Bridge

This note discusses the use of a “lognormal bridge” to estimate interest rate statistics and to calculate HVAR.

July 20, 2020
Calculating Risk

Calculating Risk Under Market Uncertainty:
There is No Right Answer

When newcomers to the field of quantitative finance are assigned the task of writing up an analysis, they will often show numbers using five, six or even more digits to the right of the decimal point. This may be driven by the part of the brain that craves precision and exactness. Given the unstable nature of financial data, does that mean it is a fool’s errand to try to estimate risk?

July 13, 2020
Volatility Ahead

Risk Monitoring Through Turbulent Markets

Markets change frequently and often erratically, presenting risk managers, asset managers, and investors with enormous uncertainty. Given the market volatility in recent months, it is especially important to monitor real-time risks and to test a portfolio’s resilience under future possible market fluctuations.

June 15, 2020

TS Imagine’s Response to Negative Oil Prices

It was a historic moment to be remembered when crude oil plunged into negative price territory on Monday 20th April 2020. TS Imagine’s Data, Technical, Development and Professional Services teams stood ready to assist users in ensuring they continued to correctly calculate risk metrics across commodity trading books. While negative prices are not a new thing in financial markets, it was the first time for crude oil to exhibit such behaviour. Standard pricing models (Black Scholes) for commodity future options are not designed to handle negative underlying prices. As such, TS Imagine applied an ‘early roll’ of the front month contract of May crude to the June expiry as the negative settle price was confirmed.

May 8, 2020
Tora & TS Imagine

TS Imagine Partners with Tora to Create Best-in-Class Global Trading Platform

TORA, provider of the industry’s most advanced cloud-based and leading order and execution management system (OEMS), has today announced a partnership with premier risk & compliance platform provider, TS Imagine to create the finest front-to-back end trading solution for hedge funds & asset managers.

May 5, 2020

Past Rolling Hills to Smoother Pastures

How to eliminate the distortion effect of rolling futures contracts on continuity time series returns.

April 27, 2020

TS Imagine World Wide Offices Go Virtual

Our offices are connected – from New York to London, Hong Kong, Sydney and Cleveland – and our team and corporate meetings continue so we can bring the best of our company to you by working hard to keep clients and data feeds secure and running smoothly.

April 10, 2020

Hedgeweek voted TS Imagine as the “Best Risk Management Software Firm”

The readers of Hedgeweek voted TS Imagine as the “Best Risk Management Software Firm” for the second consecutive year at the 8th annual awards ceremony held in New York City.

September 27, 2019

Imagining the Impact of a Hard Landing in China

As China confronts numerous internal and external challenges from slowing economic growth, disruption in Hong Kong and a volatile trade conflict with the United States, it may be prudent to assess and understand the risk a hard landing for the Chinese economy may pose to your portfolio.

September 19, 2019

FIA 2019 Expo in Chicago – Booth 1008

TS Imagine is exhibiting at the 35th FIA Expo. Our team will be demonstrating the Real-Time Risk & Compliance (RRC) solution, our Margin Engine that enables users to computer their own margin – and a host of advanced risk management tools.  Build an app with us in booth 1008.

September 17, 2019

TS Imagine Wins Asia Risk Award for Best Buy-Side Market Risk Management Product

The Asia Risk awards are the longest-running and most prestigious awards for firms and individuals involved in Asia's derivatives markets and in risk management.

September 12, 2019

Pricing Rainbow Options

Responding to growing client interest, this post highlights the use of TS Imagine’s Monte Carlo Generator to price multi-asset best-of/worst-of options (aka Rainbow Options).

June 27, 2019

TS Imagine Wins for Best Portfolio Analytics System in 2019 Bobsguide Awards

TS Imagine took top honors for “Best Portfolio Analytics System” in the Bobsguide Technology Awards 2019. 

June 24, 2019

TS Imagine Wins WatersTech Sell-Side Award for Best Analytics

Data is the new oil, according to Waters Technology, and the lifeblood of any sell-side firm.  "Enter TS Imagine, which wins this year's Sell-Side Technology Award in the analytics category for it's Real-Time Risk & Compliance (RRC) product, " writes James Rundle on waterstechnology.com.

April 30, 2019

TS Imagine Wins for Best Sell-Side Analytics Product

TS Imagine took top honors for “Best-Sell Side Analytics Product” in the Waters Technology Sell-Side Awards, announced in London on April 11, 2019.

April 12, 2019

TS Imagine Best Risk Management Software Developer

Acquisition International magazine announced TS Imagine’s win for “Best Risk Management Software Developer” in the 2019 Hedge Fund Awards.

February 13, 2019

HFJ Winner: Best Real-Time Portfolio, Risk and Regulatory Solutions Award

TS Imagine has again captured the “Best Real-Time Portfolio, Risk and Regulatory Solutions Award” from The Hedge Fund Journal.

February 7, 2019

TS Imagine Captures Two Trailblazer Honors in the 2018 US Technology Elite Awards

TS Imagine Captures Two Trailblazer Honors in the 2018 US Technology Elite Awards and was named as Best Risk & Regulatory Solutions Platform of the Year 2018 and Best Institutional Portfolio Management firm by US Business News.

December 13, 2018

Brochures

HVaR: Predicting the Past

HVaR: Predicting the Past

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    Case Study: ROBECO

    Case Study: ROBECO

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      MyTSI

      MyTSI

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        Regulatory Solutions Overview

        Regulatory Solutions Overview

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          Real Time Risk & Compliance Overview

          Real Time Risk & Compliance Overview

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            Risk Aggregator Overview

            Risk Aggregator Overview

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              TS Imagine Lite

              TS Imagine Lite

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                Best Sell-Side Compliance Product

                Best Sell-Side Compliance Product

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                  Risk Dashboard Software of the Year

                  Risk Dashboard Software of the Year

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                    Waters: American Financial Technology Awards

                    Waters: American Financial Technology Awards

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                      RiskSmart – Real-Time Risk & Credit

                      RiskSmart – Real-Time Risk & Credit

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                        12 Key Questions LDI Managers Should Be Asking

                        12 Key Questions LDI Managers Should Be Asking

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