TRADExpress CCP Risk

Real-time risk management tailored for CCPs

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CCP Risk Management in real time

TRADExpress™ CCP Risk provides central clearing counterparties (CCPs) with a robust, powerful platform for risk management across all its asset classes, be it OTC or exchange-traded.

  • Facilitate efficient operations and regulatory compliance.
  • Run multiple risk models in parallel, supporting the growing array of centrally cleared financial instruments, and the migration to new risk models.
  • Monitor and calculate risk in real time across all markets. Manual, error prone processes are minimised, freeing up time for analyses and decision making.
  • Margining, stress tests, default fund sizing and other calculations are easily traceable in the user interface, catering for transparency and improved communication with clearing members and other key stakeholders.

Key features

  • Risk dashboard with overview of alerts and breaches
  • Initial margin modeling
  • Credit risk waterfall and liquidity resource pool modeling

  • Default fund management and sizing
  • Credit and liquidity stress testing
  • Back testing and model validation

  • Market data and risk factor modeling
  • Collateral valuation
  • What-if simulation

Optimised user interface

TRADExpress CCP Risk's web-based GUI creates a smooth user experience, supporting the complex, high-pace environment of risk teams. 

Transparency, traceability and the avoidance of black box calculations sits at the core of the GUI. By making the underlying input and parameters available, the risk team gets a comprehensive understanding of how the outcome of calculations and stress tests is impacted by various factors.

  • Monitor breaches and alerts in real-time and oversee integration with surrounding systems in the dashboard, or drill-down for more detailed information.
  • Enhance internal analysis with data visualisation.
  • Filter, select and export data to generate graphs and 3D volatility surfaces to be included in system-made reports.
Customer success story

One-point of entry - an efficiency booster for JPX

With a single entry point for risk management across its multi asset class marketplace, the Japan Exchange Group (JPX) has boosted efficiency in their day-to-day risk monitoring procedures. By increasing automation and improving transparency and traceability of decisions, JPX has freed up more time for analysis and enabled rapid business development to make them set for future challenges.

Function
CCP risk management
Key feature
Multi-asset class risk management, OTC and exchange-traded instruments
Markets
Equities, derivatives, bonds, interest rate swaps, credit default swaps
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Press releases

Cinnober wins award for CCP risk solution at the 2018 FOW International Awards

We are pleased to announce that Cinnober was awarded the Best New Technology Product in Risk ...

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Blog

Engaging end-users key when designing graphical user interfaces

“Making daily operations smoother for risk teams at clearinghouses. That’s what it was all about ...

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Blog

Efficiency in focus as JPX rolls out cross-asset risk solution

JPX recently completed the roll-out of a new risk solution across all its asset classes - OTC and ...

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