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Risk Informer Modules

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