Regulatory Compliance
Being compliant with regulatory risk calculations comes with a few challenges. ARMS is a perfect match for such challenges.
Regulatory risk calculations out of the box. Fast, robust and continuously evolving
The new capital requirements could severely damage the profitability of your trading business, if not both front-office and risk-reporting are aligned according to the new rules.
FRTB
Looks simple enough — but implementing it in practice is not. We’ve worked closely with major Scandinavian banks to understand what it really takes to get it right. You need a solid technical platform, strong analytics, and high-speed calculation performance. And just as importantly, you need to understand how a modern bank should operate in the 2020s. These challenges, and many more, are part of our everyday work. What are yours?
Solvency II
The insurance industry has been great at doing the math, the actuarial math that is. When the assets must match the liabilities, greater care is needed when modeling the asset dynamics. It requires trading level risk management in the Capital Management department. Regardless if designing an internal model or staying with the SCR standard model we have the tools for it.
UCITSB
Staying compliant with regulatory risk calculations presents challenges even on the buy-side. Some assets are hard to price, derivatives may lack market prices, and calculating sensitivity measures requires reliable modelling. On paper, UCITS risk rules may appear to involve simple grouping and summation - but anyone who has read the details knows it takes more than that. This is where we can help.
AIFMD
Most funds that fall under the AIFMD directive do so because they employ more advanced portfolio management techniques. This often implies using derivatives and leverage. Scoping the additional risks that come with such investing require the same sophistication as sell-side institutions in order to calculate and report the risks. Our risk platform is the perfect match for such challenges.