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Risk Portal

  • Overview

  • Market Data

  • Analytics

  • Management

  • Tutorials

Overview

The Derivitec Risk Portal has been designed to all users to register, log in and start running risk on their derivatives portfolios in a matter of minutes. In the current version we support the following functionality:

  • Portfolio creation and management
  • Position import from Excel
  • Position browsing
  • Trade booking
  • Risk report generation, for both today’s data and dates in the past, with Excel export
  • Mark to market data, based on end of day third party data feeds, covering US stocks and indices

All our pages come with supporting documentation, with full transparency on modeling methodology. Our application also integrates seamlessly with our support channel, provided by Zendesk, allowing users to submit tickets directly online, as they wish. You can also chat with us live through our Zopim chat button in the bottom left of the screen.

Setting it all up

We believe that it’s not enough just to provide valuation. We don’t even believe it’s enough to provide market data and valuation. We want you to be up and running calculating risk on your portfolios in minutes, not months. So you can drop your trades in from Excel, visualise them, rearrange your portfolios, set up new portfolios, and manage the whole booking cycle natively within the app. When you’re done, just go to the report launcher and calculate your reports. It’s that easy. Here’s a video which shows you how:

Please click on our Terms and Conditions to review our conditions of service.

Please click on the following link to register.

vol_surfaceWe supply end of day derived marked to market data, for immediate use within pricing models, at no extra charge. The derived objects (volatility surfaces, yield curves, forecast dividends etc) are based on raw market data supplied by validated vendors, and created according to a fully documented procedure. Coverage is global and across equities, foreign exchange, fixed income, rates and commodities. Live or delayed data is provided through integration with our partners, subject to the client having a separate agreement with that partner.

report_viewWe provide fully documented, industry standard models and analytics out of the box. Just how deep you wish to dive into your risk is up to you. The initial offering consists of canonical risk reports (value and greeks), strike concentration and spot shock analysis, but the scope for development is unlimited. If you need a deep dive into volatility exposure, for example, just ask us and we’ll get you up and running with a new report in days, not weeks. All our reports allow drill down to the lowest level, and can be re-pivoted at will to provide a host of different cuts for your risk analysis.

portfolio_overviewWe don’t just provide data and analytics, but we make it easy to set up a complete portfolio of trades and manage them through the life. You can drop your existing trades from Excel straight into our system, or you can book new trades natively. Portfolios can be as simple or as complex as you need, with management of trade events (dividends, coupons, exercise etc) provided as standard.

Derivitec Risk Portal: Run a Report

Derivitec Risk Portal: Book a Trade

Derivitec Risk Portal: Create a New Portfolio

Derivitec Risk Portal: Upload Positions