TRADExpress CCP Risk

Real-time risk and collateral management tailored for CCPs

Real-time risk management

TRADExpress CCP Risk is a risk solution tailored for central clearing counterparties (CCPs). It provides a single-entry platform for risk and collateral management across all asset classes and instruments cleared by the CCP, be it OTC or exchange-traded.

 

 

TRADExpress CCP Risk enables CCPs to run multiple risk models in parallel, allowing for a gradual migration onto new and more sophisticated statistical approaches fit for today’s versatile array of centrally cleared contracts. This enables CCPs to reduce excessive margins while avoiding becoming a systemic risk to the financial industry.

The dynamic plugin framework for valuation and risk measure algorithms gives CCPs flexibility to rapidly test and introduce new models. The solution can be integrated with Cinnober’s TRADExpress RealTime Clearing solution or other clearing systems.

Key features

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Initial margin modeling.
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Credit and liquidity stress testing.
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Credit risk waterfall and liquidity resource pool modeling.
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Market data and risk factor modeling.
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Default fund management and sizing.
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Default management.
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Back testing and model validation.
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Collateral management.

Based on the TRADExpress platform

TRADExpress CCP Risk is based on the TRADExpress Platform, which provides some of the world’s most demanding marketplaces with speed and resilience. 


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