Maxeler RTR (Real Time Risk)

Product Description

Maxeler Real Time Risk (RTR) is a suite of Finance Risk tools and components, including Credit Value Adjustment (CVA), Margin Requirements (ISDA SIMM and CME Clearing) but also a full derivatives pricing library, driven by Bloomberg market data and the customer trades in FPML format.

Key Features and Benefits

  • Real-time risk enables pre-trade computations
  • Tool suite including: Credit Value Adjustment (CVA), Initial Margin (IM), Derivatives pricing library enabling custom solutions for FRTB, CCR, and scenario analysis
  • Driven by Bloomberg market data
  • Dashboard for portfolio and trade-level analysis

Cloud Solution

  • AWS

On-Premises Solution

  • Alveo U200
  • Alveo U250

Supported Workloads

  • Financial Computing