TRADExpress
Risk manager

Powerful real-time risk management across asset classes

Real-time risk management

TRADExpress™ Risk Manager enables clearinghouses and other providers of clearing services to monitor and manage client risk exposure in real time, across markets and asset classes.

This is an independent module in Cinnober’s award-winning TRADExpress RealTime Clearing solution and also available for integration with third party clearing systems.

TRADExpress Risk Manager uses multiple risk models in parallel for real-time, scheduled and on-demand risk calculation and collateral valuation. You can easily add your unique algorithms as plugins.

With a flexible, multi-asset account structure, TRADExpress Risk Manager supports various account segregation models and calculates risk down to the final investor level.

Key features

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Real-time and on-demand risk calculations and cross margining using multiple algorithms, including SPAN* and VaR. 
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Calculations include initial and variation margin, what-if portfolio scenarios, stress and back tests.
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Margin requirements are compared to collateral and valued in real time as part of the portfolio-based risk calculation.
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Offers means to quickly adapt to new market and regulatory demand.
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Plugins for instruments and risk methods provide a short time to market for new products and services. 
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Margin calculations down to final investor level support omnibus, LSOC and individually segregated account structures. 
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Scalable, high-throughput solution with capacity to manage millions of accounts under heavy trading conditions. 
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Resilient architecture with seamless failover between sites, and a proven track record of system availability. 

BASED ON the TRADEXPRESS platform

Cinnober's risk manager is based on the TRADExpress Platform that provides some of the world’s most demanding marketplaces with speed and resilience. 


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 *SPAN (Standard Portfolio Analysis of Risk) is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license.