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Real-time risk matrix

The simulation matrix is accessible directly on your trading screen by selecting a calculated grid value from a portfolio overview. You can then visualize the outcome in a dependent 2-D matrix view. The real-time risk matrix allows traders and risk managers to view what-if scenarios for an option book in real time.

Tbricks by Itiviti’s simulation matrix app helps you visualize a real-time stress test simulation of values such as greeks and results in grids as a function of underlying price and/or volatility changes. The outcome of simulations can be shown either as absolute values or as changed relative to the unstressed value.

The value you display is selection dependent, i.e. you can click on the desired value in the portfolio and open the matrix in live mode, so there’s no need to re-run the matrix again. You display the distribution of the exposure horizontally and vertically, as two selected parameters are varied along your selected values. It highlights the maximum and minimum of the entire matrix of values and gives the coordinates from which these values originate.


  • Supporting both single and total position greeks and results depending on what you select.
  • Shifting the scenario matrix live between different risk values without creating time consuming reports.
  • Customized color schemed matrix showing worst/best outcome of derivatives position shifting underlying and volatility.
  • Simulation matrix accessible via user-defined shortcut.

Building blocks

App_real time risk matrix

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