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    TRADEXPRESS CCP RISK

    Why compromise on risk when there’s a solution tailored to your needs?

    Real-time risk management

    TRADExpress CCP Risk is a risk solution tailored specifically to the needs of central clearing counterparties (CCPs), and the challenges that’s emerged in today’s increasingly complex clearing landscape. It can be integrated with Cinnober’s TRADExpress RealTime Clearing solution or other clearing systems.

     

     

    TRADExpress CCP Risk provides a single entry point for risk and collateral management across all asset classes and instruments cleared by the CCP, OTC and exchange-traded. High-speed, real-time risk calculations, and automated processes improve risk management and facilitate compliance with regulatory obligations.

    The system enables CCPs to run multiple risk models in parallel. This allows them to gradually migrate from old models to new, more sophisticated statistical approaches that are better fit for today’s versatile array of cleared contracts, to not overburden market participants with excessive margin requirements while simultaneously avoid becoming a systemic risk to the financial industry.

    The dynamic plugin framework for valuation and risk measure algorithms gives the CCP flexibility to rapidly test and introduce new models.

    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
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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 that provides some of the world’s most demanding marketplaces with speed and resilience. 


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