A leading global investment bank wanted to limit its daily risk exposure across its entire business. However, with over a billion risk points being generated on a daily basis, across different asset classes – foreign exchange, equities, fixed income, and other special products, their risk analysts struggled to achieve a daily consolidated view of their total risk exposure.
This resulted in several other challenges. Risk analysis was slow and details were compromised. They were unable to find correlations between their risk exposure across the different asset classes to analyze the trends.
Kyvos’ Smart OLAP™ technology enabled the global investment bank to finally tap into the power of its historical data to stay on top of their risk analytics and management requirements, after nearly two years of trial and error.
Download this case study to learn how Kyvos helps them to:
- Improve risk compliance with a daily consolidated view across all asset classes
- Perform 160-day trend analysis to understand risk behavior
- Correlate the impact of risks across asset classes to understand trends
- Drill-down to transaction-level data on over 500 billion transactions