Derivix Portfolio Risk allows users to better view and manage risk on any size portfolio. Risk analysis for trades and positions is continuously marked-to-market and displayed both graphically and numerically.

Features

Portfolio-Level Aggregation
View risks aggregated across traders, desks, books and portfolios simultaneously. Quickly drill down to the next 'level' of risk aggregation to identify and analyze the source of risk.

Account, Trader and Sector Organization
Build multiple views of risk data aggregations. Users can create different hierarchies of Trader, Group, Desk, Account and Sector views and organize their workspace to monitor those aggregated risks simultaneously.

PnL by Greek Decomposition
Determine where your day's PnL is coming from by monitoring the PnL by Greek columns. Total PnL is decomposed into Delta, Gamma, Theta, Vega, Rho and Unexplained.

Real-Time Portfolio Trading
Derivix performs full re-valuation in real-time for any what-if scenario. Shock prices, volatilities, skew, time, and other model inputs to simulate any environment and its effects on any size and composition portfolio instantly.

SOD, Real-Time Drop and Multi-Prime EOD Support
Derivix supports formats from multiple prime brokers for Start-Of-Day (SOD) files, real-time drop copies from multiple executing brokers, and can handle End-Of-Day (EOD) trade recap reporting to prime brokers.

Please contact us today to request a demonstration.