Unmatched scenario and stress test functionality. Streamlined workflow analytics. And broad asset class coverage — powered by market leading data. Front office players — from buy-side hedge fund traders, portfolio managers and investment advisors to sell-side traders, structures and sales professionals — need to monitor and manage risk to keep their edge in competitive and fast-changing markets. We make it simple.
Consolidate all your risk calculations in one place with a complete risk analytics and reporting solution designed for all risk managers, from the chief risk officer to the risk analyst. With all the standard risk measures you need and integrated Bloomberg data and analytics, our solutions can keep you compliant — and competitive.
In today’s regulatory environment, collateral is key. Our sophisticated tools help you manage the constantly evolving requirements and mitigate risk.
X-Value Adjustment (XVA)
Both front office traders and credit department risk managers can benefit from an enterprise-scale solution designed to help them comprehensively measure and manage the counterparty risk arising from OTC derivative portfolios. That’s what MARS XVA delivers, whether you’re calculating and hedging XVA, or managing a firm’s counterparty exposures. Our market-leading analytics enable quantification of the costs arising from counterparty credit, funding and capital in a holistic manner.
You’re tasked with quantifying expected losses due to credit — in real time and with increased precision. We provide a robust suite of functionality that both deepens and streamlines the process of calculating counterparty risk exposure — keeping your firm out in front.