Risk Analytics provides your firm with visualization tools to enable quantitative review of your exposure and compare to industry averages.

Understanding your Initial Margin (IM) exposure is an important measurement in terms of risk and cost management. Leveraging AcadiaSoft’s IM Exposure Manager (IMEM), the industry standard for reconciling and calculating IM, AcadiaSoft brings you a suite of analytical data services that enables in-depth assessment of your exposure at an agreement level, with the ability to overlay industry average trends for comparison. The Risk Analytics tools, which are included in your AcadiaPlus subscription, enrich your existing IM Exposure Manager service via provision of insightful data dating back up to one calendar month and across agreement, counterparty and product type.

Key Features:

  • Trend Charts:
    • Plot total exposure per counterparty or globally over a given period to assess your collateral obligations
    • Visualize trends or anomalies in exposures in graphical format
    • Compare exposure average vs peers by overlaying Industry Average Exposure
  • Filter the Total Exposure by various SIMM™/Schedule attributes
  • Overlay Optimisation results from corresponding vendor participated runs to review outcome and observe your total exposure if you didn’t apply the hedge trades
  • Advanced dispute analysis tools
  • Extract trend charts, tables and IM Difference Trees for management review

Key Benefits:

  • Visibility of your firm’s risk profile by region, counterparty, product type – critical data for risk managers & analysts
  • Highlight spikes in collateral requirement ensuring collateral teams have real-time insight into any issues
  • Improve dispute investigations by quickly identifying differences in trade populations
  • View impact on exposure caused by new trades
  • Extrapolate expected and actual benefits from optimization runs
  • Drive internal efficiencies by using own vs peer group comparisons
  • Customizable reporting suitable for regulatory audit requirements
  • The full set of analytical tools are included in your AcadiaPlus subscription at no extra cost