Patsystems Risk Informer

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Risk Informer is a program offered by the ISV Patsystems Plc. It lets risk managers at professional trading firms control and view the firm's risk exposure.[1] Managers can set parameters for what traders can do, limiting the amount of money and the types of products they can trade, for example. Limits be set for such categories as: exchange, product, sector, or a combination of attributes.

The program gives risk managers a real-time view of the firm's exposure across all trading activities and enables the risk manager to calculate margin requirements for exchange-traded derivatives using standard margin methodologies including SPAN and TIMS. It can aggregate trades and recalculate margin requirements and other risk metrics. It lets the manager set and manage alerts, and then view a complete view of positions and trades for the day.

Risk managers can also run scenarios involving theoretical trades to assess the impact on client and firm margin requirements in real time.

Risk Informer can be used as a stand-alone product even for firms that use a front-end not provided by Patsystems.

Case Study

Calyon Financial, now Newedge, implemented Risk Informer and Patsystems wrote a case study about this installation.[2]

References

  1. Risk Solutions. Patsystems.
  2. Calyon Case Study. Patsystems.