• 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

Consolidation of risk is a critical topic for firms today. In the drive to better understand their diverse risks, firms are increasingly managing risk on an integrated, firm-wide basis. But with multiple specialist front- and back-office systems installed, today's risk manager faces significant challenges in producing timely figures for total risk.

Razor was designed to deliver multiple risk calculations, consolidate risk types across business units and calculate capital needs. Razor delivers the full set of results that any genuine aggregation engine should address:

• Consolidation of risk measurements across multiple organisational entities;
• Real-time management of global market or credit risk limits at multiple aggregation levels;
• Determination of optimal capital;
• Support for a variety of aggregation strategies based on any risk attributes.

Razor's portfolio aggregation capability allows analysis by any aggregation category, including product type, risk type, business unit - or any combination. Flexible screens support drilldown to the trade and scenario level for all portfolios across the enterprise. The contribution of individual transactions to each risk category can be pinpointed, so sources of risk can be quickly identified, analyzed and addressed.

Razor's powerful scenario analysis and what-if capabilities support full investigation into the aggregated risk figures. Razor enables scenarios to be managed centrally within the aggregation engine, ensuring scenario consistency across all front office systems.

Drill-down into risk details and applying what-if can be difficult to achieve on a large aggregated data set. Applying Scenario Analysis and ensuring scenario consistency can present huge problems but the design of most existing risk systems is focused only on calculation, not aggregation of results. By contrast, Razor incorporates high-speed results aggregation as an integral part of its unique balanced distributed processing design. Benchmarks, using generally available Razor releases, consistently show exceptional results. Our clients are benefiting from "super computing" aggregation performance on their own portfolios using Razor.

For further information, please contact us.