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Risk and PnL

Complete command of risk and PnL is paramount for trading operations today. With more complex instruments, highly automated trading and increasing regulatory pressure, risk management is a demanding yet critical component of successful operational trading.

Itiviti Risk and PnL features powerful position-keeping functionality, enabling users to group, slice and view positions in real-time. With full auditing and trade history, traders can view risk and PnL snapshots from any point in time, including corresponding historical market prices and theoretical pricing parameters. Leveraging Itiviti’s parameter contexts functionality, risk managers can investigate what-if scenarios such as applying a different volatility surface or performing a dry-run expiration, all while not affecting live trading. Itiviti-provided position calculations are implemented with the built-in Lua scripting capability, which means adding new risk metrics is easy and fast.

Itiviti’s stress testing and reporting apps enhance operational awareness, providing one-shot and real-time analysis for a variety of scenarios. Featuring position breakdowns, shock graphs and stress matrices, all apps are provided with full source code and can stress a multitude of variables, including custom calculations implemented in Lua.

Combined with dynamic portfolio alerts and rich bi-directional integration, Itiviti Risk and PnL is fast, powerful and complete.

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Related apps

Position breakdown

Portfolio stress test

Portfolio graphs

Real-time risk matrix

Related features

Parameter contexts

Scripting

Dynamic portfolio alerts

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