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:

• End of day valuation
• Market risk and analytics
• Standardized pricing across portfolios
• Historical information for market risk calculation and stress testing
• Benchmarking and liquidity analysis

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.