Patsystems Risk Informer continues to pave the way for innovation in real-time risk management solutions. In the latest release of Risk Informer, Patsystems introduced several key modules, including:

Market prices

• Futures prices derived from spreads
• Choice of price feeds by contract so you can amalgamate prices from several sources into one system

Enhanced options functionality

• Theoretical options pricing
• Support for Greeks (Delta, Gamma, Vega, etc.) 

Scenario analysis or “price shocking”

• Support for standard or one-off scenarios
• Real-time monitoring of P&L impact of scenarios
• Derived metrics based on initial margin and start of day initial margin to cope with instances of extreme market volatility 
• Risk Informer now supports the OCC and BM&F native margin calculations
• Offsetting between currency futures and FX
• Product offsetting override (e.g. Brent vs. WTI)

Other innovations

• Initial margin calculator for prospective trades
• New historical analysis reporting module
• Comprehensive online support
• Can run on 64-bit operating system