• Product Overview
  • Base Architecture Module
  • Credit Risk Module
  • Market Risk Module
  • Limit Management Module
  • Economic Capital Module
  • Reporting Module
  • Razor Technology
• Solutions
  • Credit, Market & Liquidity Risk
  • Credit & Market Risk
  • CCP Risk Management
  • Limit Management
  • Stress and Scenario Testing
  • Capital Management
  • Margin Management
  • Risk Aggregation
  • Portfolio Replication Solution
  • Incremental Risk Charge
  • Basel II
  • CPSS-IOSCO
  • CVA Solution
  • Solvency II
• Why Choose Razor

We offer margining capabilities by individual securities, SPAN, TIMS, scenarios, by grids, and by portfolios. Our popular Scenario-Based Margin solution is a framework that supports the progressive implementation of a VaR and rules-based cross-product margining methodology. It is:

• Capital Efficient: Margin requirements account for diversification, correlation effects and numerous risk offsets,
• Cross-Product And Cross-Market: All major product types across different currencies are included in a single margin framework,
• Transparent: All scenarios and calculations are clearly and explicitly defined,
• Netting and Collateralisation: fully taken into consideration,
• What-if Capable: To enable margin estimates to be provided to clients on the basis of individual trades or combinations of trades in strategies or portfolios, and
• Risk-Based: Margin requirements have a risk interpretation. Margin reports are risk reports.

For further information, please contact us.