Pricing & Risk Data
Market risk calculations, whether executed by enterprise software or desktop analysis, require dependable high-quality data.
Asset Control helps financial institutions to quickly manage growth of instrument types and data sources, meet business and time-to-market objectives, and provide flexibility for growth and local customization to deliver:
Asset Control solutions are designed to provide the consistent, cleansed pricing data required for risk factor inputs in any market risk calculation. Through its range of off-the-shelf interfaces to all of the major data vendors, Asset Control can collect data at any frequency, including end-of-day, via multiple intra-day snapshots or in real-time.
By utilizing time-series consolidation and a library of cleansing rules, data from multiple vendors or brokers can be combined into clean, reliable pricing data. From these time-series, risk factors can be derived using a powerful calculation library for correlation and var-covar matrices, standard curves and volatilities. The time-series repository and the calculation library can also be used for market conformity checks.
ACInvest Overview (PDF 233 KB)