ARMS RiskEye continues to set the standard for real-time risk management. This latest release delivers transformative upgrades focused on speed, control,and precision — essential capabilities for today’s dynamic markets.
Key Innovations
1. Real-Time Cashflow Visibility
- Instantly monitor aggregated and detailed cashflows across portfolios and trades.
- Enhances liquidity, funding, and settlement risk oversight.
2. Advanced Risk Sensitivities
- Live calculations of Cash Delta, Delta, Gamma, Vega, Rho, and more.
- Supports custom aggregation across desks, books, counterparties, and other dimensions.
3. Intra-Day Transaction Updates
- RiskEye now captures live intra-day trading activity.
- Risk measures update immediately as transactions are booked — no waiting for end-of-day batches.
4. Start-of-Morning Risk Snapshot
- Automatic capture of a clean start-of-day baseline.
- Enables accurate tracking and explanation of PnL and risk shifts throughout the day.
5. Smart Visual Alerts (Conditional Formatting)
- Users can apply rule-based formatting to highlight risks, breaches, and key indicators dynamically.
- Focuses attention where it matters most.
6. Flexible VaR Methodology
- New ability to select Inclusive or Exclusive percentile calculation methods for Historical Simulation VaR; Inclusive or Exclusive methods to align with regulatory or internal standards.
- Ensures precise alignment with regulatory frameworks and internal policies.
7. Personalized What-If Position Templates
- Users can design and save customized what-if trading positions or instrument types.
- Greatly accelerates stress testing, trading impact analysis, and ad-hoc scenario exploration.
8. Seamless Real-Time Risk Factor Streaming
- RiskEye now supports direct streaming of real-time risk factors.
- Immediate recalculation of risk, PnL, and sensitivities with every market tick.
Business Impact
Faster Decision-Making
Real-time updates eliminate lag between trading and risk insights.
Smarter Scenario Analysis
Quickly inject custom what-if trading positions for stress testing and planning.
Enhanced Resilience
Early detection of exposure shifts improves response to volatility.
Regulatory Alignment
Flexible VaR settings meet diverse audit and reporting standards.
Strategic Advantage
Personalized control without sacrificing system speed or stability.
Contact
For further details or a demonstration, please contact Robert Thorén.