Centroid Risk is a robust risk management solution that provides comprehensive tools for monitoring, analyzing, and assessing market risk. It is designed to help financial institutions enhance risk visibility and make informed decisions using data-driven, intelligent technology.
Features
Comprehensive, real-time revenue insights at both the portfolio and instrument levels. This includes realized and unrealized revenue, realized and unrealized coverage, commission revenue, commission rebates, spread revenue, net open interest, and profit per million—presented both at the portfolio level and per instrument.
Real-time calculations of daily and monthly break-even prices (average cost) for net open interest, provided for each instrument.
Real-time aggregation of the company’s net open interest across different instruments with similar nature but varying specifications, presenting the effective net open interest per instrument and, thereby, the actual exposure.
Real-time Value at Risk (VaR) calculations available at the portfolio, asset class, and instrument levels.
A state-of-the-art order management system that offers real-time trade aggregation, daily break-even prices, concentration types and percentages, and P/L analysis at the client level.
A sophisticated performance report that breaks down net revenue into categories (principal, spread, commissions, rebates, and coverage), using over 30 statistical measures to evaluate performance and guide strategic business decisions.
Benefits
Real-time access to detailed, valuable information, enabling quicker responses to changing market conditions.
Powerful data normalization and visualization capabilities.
The system delivers vital, credible risk measures with rapid analysis, offering a comprehensive understanding of risk exposure. This enhances confidence in decision-making processes.
Increased transparency in portfolio construction, along with deeper insights into potential limit breaches.
Ability to meet regulatory and board requirements while tracking portfolio managers.
Easy and secure access to interactive reports and analysis tools.
Enhanced individual accountability and consistency within the risk/control environment.
An intuitive GUI front-end interface suitable for both novice and experienced users.
Quick and secure deployment across platforms, including OS X and Windows, as well as Apple applications.