Investment risk engine

The Prometeia Investment Risk Engine is a sophisticated, high-performance analytical tool which is part of Prometeia's well-established suite of wealth management engines. It is designed to deliver seamless, advanced wealth management workflows for clients, advisors, and relationship managers. With the Prometeia Investment Risk Engine, financial portfolios can be evaluated with ease. The engine calculates market risk, credit risk, liquidity risk, and summary risk indicators for portfolios, sub-portfolios, and single positions as appropriate. It helps users manage the risk and diversification of financial portfolios, ensuring compliance with MiFID II, FinSA/FIDLEG, and analogous regulations. The engine's cutting-edge technology enables the provision of personalized and sophisticated service. It assesses each position's contribution to the overall portfolio risk, diversification benefits, and the impact of investment proposals on risk parameters. The Prometeia Investment Risk Engine is the go-to solution for supporting MiFID II and FinSA suitability checks, ensuring that portfolio risks align with the client's risk appetite. The measures produced by the engine support portfolio analysis, proposal and rebalancing, client reporting, and portfolio monitoring, streamlining the wealth management workflow. With the Prometeia Investment Risk Engine, managing risk has never been easier. Join the financial institutions that trust and rely on Prometeia for their investment risk management needs.

INPUT SUMMARY Portfolio: the portfolio is passed in through the request. A portfolio is a set of positions, each one containing the instrument identifier and the value or quantity of the instrument. Sets of positions may be combined into sub-portfolios in a hierarchical manner, to as many levels as desired Settings: a range of settings to guide the calculations, including the required confidence level of risk indicators, time horizon and the base currency of interest

OUTPUT SUMMARY Market risk measures: volatility, value at risk, conditional value at risk, marginal risk, diversification Credit risk measures: default probability, expected loss, unexpected loss, credit risk contribution, diversification Liquidity risk indicator, deriving from estimates of bid-ask spreads and liquidity of overall position based on the type of market the product is traded in and product complexity Synthetic risk indicator (SRI, SRRI and custom) and portfolio/product risk classification (PRC), which combines standardized market, credit and liquidity risk measures to provide a single consolidated risk measure The measures are calculated for portfolios, sub-portfolios, single positions and products as appropriate.

STANDARD CONTRACT Available Dataset: All Prometeia standard financial instruments (140,000 financial instruments) Usage Limit: Up to 5,000 requests per month (with a maximum size of 2,000 positions) Rate Limit: Maximum of 5 requests per second

CUSTOM OFFERS AND INTEGRATIONS When it comes to utilizing the investment risk engine for your distinct financial products, we've got the perfect solution. Our offering ensures a smooth integration with your custom products, delivering precise risk analysis.

Additionally, if you require specific usage limits, we're fully committed to providing a customized offer. Don't hesitate to contact us for more information.