Which of my desks are most risky? Are the key risk metrics (VaR and ES) within the set thresholds? Will the current capital buffers suffice under stressed conditions? Which of my desks carry highest vega risk?
There are many such questions that banks ask themselves everyday in managing risk, capital and financial benchmarks. With the abundance of data across multiple business groups like risk, operations, transactions and compliance, banks and financial institutions grappling with the challenges of data availability not long ago, are now focussed on addressing the complexities of data management.
While these institutions continue to build better data management frameworks, they should not lose sight of the bigger picture - to understand and gain insights from this data. The ability to organise and arrange the data, find patterns and outliers and more importantly evolution from mere consumption to interaction with the data is very critical to gain insights in time for strategic advantage.
Our tool agnostic approach enables us to develop a synergetic partnership with you - developing customised and insightful dashboards across Industry acclaimed visualization and reporting tools like Tableau, Datawatch, Microsoft PowerBI to name a few.
We, at ACAPM, believe that the future of reporting lies at the heart of Visual Data Analytics. The inherent capability to interact with data is what makes the Visual Analytics such an important tool. ACAPM's CXO Analytics Suite enables the bank's decision making executives to gain explanatory and exploratory insights in time, through intelligent data analytics and comprehensive pre-configured risk templates based on the vast expertise of our consultants.
More importantly, it aids the management to discover answers to fundamental questions in key areas of:
Financial Benchmarks - Gain deeper insights into the determination and submission of benchmarks including LIBOR, EURIBOR, FXWM and more. - Pre-Submission Analysis | Post-Submission Analysis | Operations | Transparency Analysis
Market Risk Measures - View Key Risk Metrics and Non-additive measures such as VaR and Expected Shortfall across multiple dimensions - Organisation structure (One-Bank to Book), Product Groups, Legal Entity Structures, Geographical, Currency and Risk Type groupings.
Stress Testing - Dynamic insights into stressed scenarios and outcomes with on-the-fly drill down and data mining.
Back Testing - Understand the impact of Trading strategies on historical data through spot and time series analysis.
Sensitivity Analysis - Analyse impact of sensitivities such as greeks on the current portfolio through real time adjustments of key measures.