For the investment business, the degree to which you can quickly and accurately measure market risks is a competitive differentiator. Investor expectations as well as new regulatory demands such as Fundamental Review of Trading Books (FRTB) are constantly increasing as investment assets and portfolios become increasingly complex. There are many ways to quantify risk, and for most organizations, these calculations are a trade secret. However, generally speaking, the most reliable and accurate methods also turn out to be the most expensive and time consuming.
Optimal methods, such as Monte Carlo simulations, require massive amounts of computing capacity. Scaling these systems and ensuring their reliability through peak loads and unexpected outages can be prohibitively expensive. This leaves risk managers in a no-win situation between the demands of the market for reliable data and the demands of the business for profitability. TIBCO’s Market Risk Management solution provides the power and speed required for risk calculations at a fraction of the cost of traditional solutions. Innovations in public and private cloud technologies allow you to accelerate business and create competitive advantages across a range of risk-related tasks.
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