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High-Performance Risk

Linking the front and middle offices

About this paper

This paper outlines an approach for creating a common model, security and scenario library for modeling structured, fixed-income securities and equities for use by front office, middle office and risk management teams.

Capital markets firms can gain a competitive advantage by creating a centralised risk management model and scenario library embedded within a high-performance risk management and pricing platform, linking the front office, middle office and risk management teams.

Topics covered in the paper include:

  • Enhancing Front Office Capabilities
  • Speeding the Velocity of Middle Office Risk Management
  • Enabling Capabilities
  • High-Speed Computational Environment
  • Standardised Scenario Development
  • Centralised Base Instrument Model Development
  • Common Market and Risk Factor Data

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