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Real Time Risk (RTR)


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
  • Processing done in real-time on Xilinx XBB and Amazon EC2 F1

Accelerator Card Support

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