SlideShare a Scribd company logo
Sophis RISQUE
Equities & Derivatives Fixed Income
Equity Finance Credit Derivatives
Commodities & Derivatives IR Derivatives
Forex & Derivatives Inflation & Derivatives
Cross-Asset Front-to-Back
Trading & Risk Management
for Capital Markets
Front Office
Unrivalled portfolio management and decision support
Structured
C
redit
credit
s
w
aption
CPPI
H ybrid
Across all asset classes (equities, credit, interest rates, fixed income, inflation, foreign exchange,
commodities and hybrids), RISQUE delivers the P&L consolidation, pricing models and hedging tool
capability the trader needs to keep one step ahead of the market.
Indeed, RISQUE allows the portfolio to be analysed from as many angles as the trader chooses - as if
holding it in their own hands. From the most vanilla of flow business to the most advanced reaches of the
OTC market, RISQUE frees the trader from operational concerns to focus on innovation.
•Real-time: position monitoring, P&L calculation with marked-to-market and theoretical prices.
•User friendly: highly flexible and user-friendly hierarchical portfolio and GUI, full Excel link
(copy paste and .COM bus).
•User adaptable: user-chosen view, parameter and data sets.
•Flexible: unlimited model and instrument customisation with Sophis Toolkit, instrument
modelling with award-winning Structure Builder.
RISQUE
instrument coverage
Market risk
RISQUE offers the most advanced integrated risk control tools:
•Model calibration
•Real-time calculation and consolidation of risk indicators
•Full range of standard and customisable simulations and risk scenarios
•Historical, Monte Carlo and parametric VaR calculation
•Compliance management
Counterparty risk
RISQUE Collateral Management module determines the credit risk exposure for any instrument
and offers accurate management of all collateral positions and margin calls.
RISQUE is compatible with most BASEL II and MIFID standard rules.
Operational risk
RISQUE integrates a flexible, rules-based workflow that fits any internal validation process and
provides a highly secure platform, with full reporting facilities, defined user rights and audit trail.
Reporting
An integrated tool allows the generation of standard reports. Users can also rapidly create and
customise additional user-defined Crystal Report templates.
Risk Management
RISQUE integrates market, counterparty and operational
risk management within the same platform
Real-time exposure
report by risk factor
Data management
•RISQUE is based on a single database. This means that all its current functionality is linked
to the same data warehouse, integrated front-to-back and across all assets.
•It offers a comprehensive solution for automatically updating security and data masters
from external data sources with all the types of static and market data that define financial
instruments.
•RISQUE gives the possibility to verify the accuracy of market data and its computation for
instrument pricing, P&L, end of day procedure and risk scenarios, thanks to the delivery of
highly reliable indicators and reports.
•Multi site capability ensures business continuity managing 24/5 updates, multiple business
time zones and currencies as well as multiple local or global business lines.
Back office
•Secured workflow: Automatic management of statuses and events, all fully customisable as
required in RISQUE, throughout the full lifecycle of all trades from the front office to the back
office.
•Confirmations and payments: Generation of template-based validation and notification
messages to multiple third parties (depositaries, brokers, clearing agents and all other parties).
•Settlement instructions: Generation of all settlement messages at real settlement dates
thanks to generic and user-tailored GUIs.
•Accounting: Straight through processing integration of accounting entries in the general
ledger, marked-to-market revaluations and corporate actions management.
•Nostro Management: Designed to undertake real management of cash accounts on a daily or
weekly basis, or at the end of any period users specify.
Operations
Grow your business in a sustained way
RISQUE full STP
transaction chain
Scalability and openness
Customisation
Because all institutions have different goals, structures and priorities, RISQUE can be tailored to fit
seamlessly into any environment.
•C++ & .Net Toolkit allows unlimited modification of the application through access to all its
functional libraries including those for calculation, database and instruments.This allows our clients
to integrate their own pricing models, independently meet new market practices, trade new
instruments, etc. as they wish.
•RISQUE API (Application Program Interface) allows the client to build strong connections to
external applications. RISQUE functionality is accessible through either Sophis proprietary format,
XML messages or .COM port. In addition, new services can be built on the RISQUE API,
complementing its service oriented architecture (SOA) with specific functionality as required.
RISQUE service
oriented architecture
Technology
Offering adaptability as standard
Developer station
Enrichment &
customisation
(pricer, instrument,
scenario, etc.)
Standard reports
Data providers
Sophis CB
External
systems
Basic architecture
External
FO systems
External
BO systems
Sophis Calculation Server /
Grid computing farms
Sophis Middleware /
ORACLE
database
Core servers
Real time
Data
Risk management
Performance
Back Office
Transaction,
Instrument,
Third party,
Portfolio,
Valuation & Risk
Web portals
Core services
Business &
performance
Web Services
Sophis users
Citrix®
servers
Sophis SOA
Founded in 1985, Sophis is a leading provider of cross-asset, front-to-back portfolio and risk
management technology for the capital markets, asset management and insurance industry.
The company has a global presence with eleven offices around the world and serves more than 130
market-leading institutions, including investment banks, asset managers and hedge funds with its
two solutions, RISQUE, dedicated to the sell-side, and VALUE, dedicated to the buy-side.
RISQUE is a cross-asset, front-to-back office solution that enables investment banks to implement
true straight-through processing across their trading activity. The combination of wide instrument
coverage, high performance, flexibility, open and scalable architecture, and user friendliness makes
RISQUE a unique global system used by many of the powerhouses in derivatives and structured
products trading, including more than a third of the top 25 world banks.
RISQUE features data management, pricing, portfolio management and risk analysis tools. It also
helps sell-side institutions increase the efficiency of their high volume flow business operations
through improved back office capabilities.
E m a i l : in fo @ s o p hi s . n e t
We b s i t e : h t t p : / / w w w. s o p hi s . n e t
Dubai
O f fi c e 5 1 1
Fa i s a l A li M u k h t a r A l - Yo u s u f B u ildin g
S t r e e t 3 7 3 - 1 0 9
B a r s h a Fi r s t
D u b a i – U ni t e d A ra b E mi ra t e s
Tel : + 9 7 1 5 0 6 2 4 7 7 3 8
Singapore
L e v el 2 5 , N o r t h Tow er, 1 R a f fl e s Q u a y
S in ga p o r e 0 4 8 5 8 3
Tel : + 6 5 6 6 2 2 5 5 4 1
Hong Kong
S u i t e 5 8 0 9 , 5 8 / F,
Tw o I n t ern a t io n a l Fin a n c e C e n t r e,
N o . 8 Fin a n c e S t r e e t ,
C e n t ra l , H o n g Ko n g .
Tel : + 8 5 2 2 8 0 5 0 8 1 1
Tokyo
F u ko k u S e im e i B ld g . 5 F,
2 - 2 - 2 U c hi s a i w a i c h o, C hi yo d a - k u
To k yo 1 0 0 - 0 0 1 1 , Ja p a n
Tel : + 8 1 ( 3 ) 5 5 1 2 7 1 9 1
Seoul
L e v el 2 1 , S e o u l Fin a n c e C e n t r e
Ta e pye o n gro 1 - ga , Ju n g - gu
S e o u l 1 0 0 - 7 6 8 , Ko r e a
Tel : + 8 2 2 3 7 8 2 4 6 8 7
New York
9 9 Pa rk Av e n u e, S u i t e 1 5 4 0
N e w Yo rk , N Y 1 0 0 1 6
US A
Tel : + 1 ( 2 1 2 ) 6 2 5 - 8 9 0 0
London
3 - 6 G ra c e c h u rc h S t r e e t
L o n d o n E C 3 V O AT, U K
Tel : + 4 4 ( 0 ) 2 0 7 2 2 0 5 5 0 0
Dublin
6 1 - 6 2 Fi t z w il li a m L a n e
D u blin 2 , I r el a n d
Tel : + 3 5 3 1 7 7 5 3 9 0 0
Paris
1 0 r u e d e C a s t iglio n e
7 5 0 0 1 Pa ri s , Fra n c e
Tel : + 3 3 ( 0 ) 1 4 4 5 5 3 7 7 3
Milan
V i a M o n t e di p i e t à 2 1
2 0 1 2 1 M il a n , I t a l y
Tel : + 3 9 0 2 8 6 3 3 7 7 9 9
Frankfurt
M a in zer L a n d s t ra s s e 2 7 - 3 1
6 0 3 2 9 Fra n k f u r t a m M a in , G erm a n y
Tel : + 4 9 6 9 2 7 4 0 1 5 2 2 0

More Related Content

What's hot

Cisa domain 3
Cisa domain 3Cisa domain 3
Cisa domain 3
ShivamSharma909
 
Enterprise Risk Management Erm
Enterprise Risk Management ErmEnterprise Risk Management Erm
Enterprise Risk Management Erm
Nexus Aid
 
Key risk indicators shareslide
Key risk indicators shareslideKey risk indicators shareslide
Key risk indicators shareslide
Zakaria Salah, Ph.D,MBA
 
Administracion De Riesgos[1]
Administracion De Riesgos[1]Administracion De Riesgos[1]
Administracion De Riesgos[1]
guest48e645
 
Business Cover Letter:Personal Statement
Business Cover Letter:Personal StatementBusiness Cover Letter:Personal Statement
Business Cover Letter:Personal Statement
Jay Zhang
 
Grc governance, risk management & compliance
Grc  governance, risk management & complianceGrc  governance, risk management & compliance
Grc governance, risk management & compliance
HR Globe Consulting
 
Notation: Pre-seed Investing & Risk
Notation: Pre-seed Investing & RiskNotation: Pre-seed Investing & Risk
Notation: Pre-seed Investing & Risk
Notation Capital
 
MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...
MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...
MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...
EY
 
PISA Students’ Financial Literacy - Results from PISA 2015
PISA   Students’ Financial Literacy - Results from PISA 2015PISA   Students’ Financial Literacy - Results from PISA 2015
PISA Students’ Financial Literacy - Results from PISA 2015
EduSkills OECD
 
PCI DSS
PCI DSSPCI DSS
PCI DSS
Duy Do Phan
 
Risk Culture
Risk CultureRisk Culture
Risk Culture
Ian-Edward Stafrace
 
Billie.io - NOAH17 London
Billie.io - NOAH17 LondonBillie.io - NOAH17 London
Billie.io - NOAH17 London
NOAH Advisors
 
Enterprise Risk Management as a Core Management Process
Enterprise Risk Management as a Core Management ProcessEnterprise Risk Management as a Core Management Process
Enterprise Risk Management as a Core Management Process
regio12
 
McKinsey - Covid 19 - Global Auto Consumer Insights - November 2020
McKinsey -  Covid 19 - Global Auto Consumer Insights - November 2020McKinsey -  Covid 19 - Global Auto Consumer Insights - November 2020
McKinsey - Covid 19 - Global Auto Consumer Insights - November 2020
Martin Hattrup
 
IBOR transition: Opportunities and challenges for the asset management industry
IBOR transition: Opportunities and challenges for the asset management industryIBOR transition: Opportunities and challenges for the asset management industry
IBOR transition: Opportunities and challenges for the asset management industry
EY
 
Strategic Risk Management as a CFO: Getting Risk Management Right
Strategic Risk Management as a CFO: Getting Risk Management RightStrategic Risk Management as a CFO: Getting Risk Management Right
Strategic Risk Management as a CFO: Getting Risk Management Right
Proformative, Inc.
 
MX Fund 01 - Hackers/Founders Co-op Mexico Pitch Deck
MX Fund 01 - Hackers/Founders Co-op Mexico Pitch DeckMX Fund 01 - Hackers/Founders Co-op Mexico Pitch Deck
MX Fund 01 - Hackers/Founders Co-op Mexico Pitch Deck
Hack Fund V
 
PwC's Unlock data possibilities - infographic
PwC's Unlock data possibilities - infographicPwC's Unlock data possibilities - infographic
PwC's Unlock data possibilities - infographic
PwC
 
ESG Meets FinTech – A Strategic Analysis Executive Summary
ESG Meets FinTech – A Strategic Analysis Executive SummaryESG Meets FinTech – A Strategic Analysis Executive Summary
ESG Meets FinTech – A Strategic Analysis Executive Summary
MEDICI Inner Circle
 
Risk Analysis using open FAIR and Adoption of right Security Controls
Risk Analysis using open FAIR and Adoption of right Security ControlsRisk Analysis using open FAIR and Adoption of right Security Controls
Risk Analysis using open FAIR and Adoption of right Security Controls
Priyanka Aash
 

What's hot (20)

Cisa domain 3
Cisa domain 3Cisa domain 3
Cisa domain 3
 
Enterprise Risk Management Erm
Enterprise Risk Management ErmEnterprise Risk Management Erm
Enterprise Risk Management Erm
 
Key risk indicators shareslide
Key risk indicators shareslideKey risk indicators shareslide
Key risk indicators shareslide
 
Administracion De Riesgos[1]
Administracion De Riesgos[1]Administracion De Riesgos[1]
Administracion De Riesgos[1]
 
Business Cover Letter:Personal Statement
Business Cover Letter:Personal StatementBusiness Cover Letter:Personal Statement
Business Cover Letter:Personal Statement
 
Grc governance, risk management & compliance
Grc  governance, risk management & complianceGrc  governance, risk management & compliance
Grc governance, risk management & compliance
 
Notation: Pre-seed Investing & Risk
Notation: Pre-seed Investing & RiskNotation: Pre-seed Investing & Risk
Notation: Pre-seed Investing & Risk
 
MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...
MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...
MAPS2018 Keynote address on EY report: Life Sciences 4.0 – Securing value thr...
 
PISA Students’ Financial Literacy - Results from PISA 2015
PISA   Students’ Financial Literacy - Results from PISA 2015PISA   Students’ Financial Literacy - Results from PISA 2015
PISA Students’ Financial Literacy - Results from PISA 2015
 
PCI DSS
PCI DSSPCI DSS
PCI DSS
 
Risk Culture
Risk CultureRisk Culture
Risk Culture
 
Billie.io - NOAH17 London
Billie.io - NOAH17 LondonBillie.io - NOAH17 London
Billie.io - NOAH17 London
 
Enterprise Risk Management as a Core Management Process
Enterprise Risk Management as a Core Management ProcessEnterprise Risk Management as a Core Management Process
Enterprise Risk Management as a Core Management Process
 
McKinsey - Covid 19 - Global Auto Consumer Insights - November 2020
McKinsey -  Covid 19 - Global Auto Consumer Insights - November 2020McKinsey -  Covid 19 - Global Auto Consumer Insights - November 2020
McKinsey - Covid 19 - Global Auto Consumer Insights - November 2020
 
IBOR transition: Opportunities and challenges for the asset management industry
IBOR transition: Opportunities and challenges for the asset management industryIBOR transition: Opportunities and challenges for the asset management industry
IBOR transition: Opportunities and challenges for the asset management industry
 
Strategic Risk Management as a CFO: Getting Risk Management Right
Strategic Risk Management as a CFO: Getting Risk Management RightStrategic Risk Management as a CFO: Getting Risk Management Right
Strategic Risk Management as a CFO: Getting Risk Management Right
 
MX Fund 01 - Hackers/Founders Co-op Mexico Pitch Deck
MX Fund 01 - Hackers/Founders Co-op Mexico Pitch DeckMX Fund 01 - Hackers/Founders Co-op Mexico Pitch Deck
MX Fund 01 - Hackers/Founders Co-op Mexico Pitch Deck
 
PwC's Unlock data possibilities - infographic
PwC's Unlock data possibilities - infographicPwC's Unlock data possibilities - infographic
PwC's Unlock data possibilities - infographic
 
ESG Meets FinTech – A Strategic Analysis Executive Summary
ESG Meets FinTech – A Strategic Analysis Executive SummaryESG Meets FinTech – A Strategic Analysis Executive Summary
ESG Meets FinTech – A Strategic Analysis Executive Summary
 
Risk Analysis using open FAIR and Adoption of right Security Controls
Risk Analysis using open FAIR and Adoption of right Security ControlsRisk Analysis using open FAIR and Adoption of right Security Controls
Risk Analysis using open FAIR and Adoption of right Security Controls
 

Similar to Sophis RISQUE Brochure

Weflex - Optimize your warehouse logistic
Weflex - Optimize your warehouse logisticWeflex - Optimize your warehouse logistic
Weflex - Optimize your warehouse logistic
Weflex Team
 
EXTENT-2015: LSEG Technology Overview
EXTENT-2015: LSEG Technology Overview EXTENT-2015: LSEG Technology Overview
EXTENT-2015: LSEG Technology Overview
Iosif Itkin
 
Wallstreet FX
Wallstreet FXWallstreet FX
Wallstreet FX
schufoo
 
Derivative_Trading Platform_SummitFT
Derivative_Trading Platform_SummitFTDerivative_Trading Platform_SummitFT
Derivative_Trading Platform_SummitFT
Naveen Ks
 
StatPro Revolution Brochure March 2015
StatPro Revolution Brochure March 2015StatPro Revolution Brochure March 2015
StatPro Revolution Brochure March 2015
Neil Smyth ☁
 
StatPro Revolution Brochure 2015 (1)
StatPro Revolution Brochure 2015 (1)StatPro Revolution Brochure 2015 (1)
StatPro Revolution Brochure 2015 (1)
Thomas Leatherman
 
Case study commodity value chain banking luxoft for one of the largest global...
Case study commodity value chain banking luxoft for one of the largest global...Case study commodity value chain banking luxoft for one of the largest global...
Case study commodity value chain banking luxoft for one of the largest global...
Luxoft
 
I reekt pitch
I reekt pitchI reekt pitch
I reekt pitch
CarlosV45
 
resume_Deepak
resume_Deepakresume_Deepak
resume_Deepak
DEEPAK SHARMA
 
Pac Overview 2010
Pac Overview 2010Pac Overview 2010
Pac Overview 2010
ChristineNayagam
 
Cryptocurrency exchange - Merkeleon software
Cryptocurrency exchange - Merkeleon softwareCryptocurrency exchange - Merkeleon software
Cryptocurrency exchange - Merkeleon software
Aliona Mazeiko
 
Philip Green CV
Philip Green CVPhilip Green CV
Philip Green CV
Philip Green
 
Green Derivatives Trading Desk, Philip Green CV
Green Derivatives Trading Desk, Philip Green CVGreen Derivatives Trading Desk, Philip Green CV
Green Derivatives Trading Desk, Philip Green CV
Philip Green
 
Finologee's PSD2 Value Proposition
Finologee's PSD2 Value Proposition Finologee's PSD2 Value Proposition
Finologee's PSD2 Value Proposition
Finologee, Luxembourg
 
Treasury & Cash Management
Treasury & Cash ManagementTreasury & Cash Management
Treasury & Cash Management
ALOC A/S
 
Sungard Global trading Presentation
Sungard Global trading PresentationSungard Global trading Presentation
Sungard Global trading Presentation
ahemeury
 
Qopius A.I Global Asset Allocation model
Qopius A.I Global Asset Allocation modelQopius A.I Global Asset Allocation model
Qopius A.I Global Asset Allocation model
AMINE BENNIS
 
London MuleSoft Meetup 15 Sept
London MuleSoft Meetup 15 SeptLondon MuleSoft Meetup 15 Sept
London MuleSoft Meetup 15 Sept
Akshata Sawant
 
RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...
RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...
RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...
Databricks
 
Thomas Georgeson CV Jan16
Thomas Georgeson CV Jan16Thomas Georgeson CV Jan16
Thomas Georgeson CV Jan16
Thomas Georgeson
 

Similar to Sophis RISQUE Brochure (20)

Weflex - Optimize your warehouse logistic
Weflex - Optimize your warehouse logisticWeflex - Optimize your warehouse logistic
Weflex - Optimize your warehouse logistic
 
EXTENT-2015: LSEG Technology Overview
EXTENT-2015: LSEG Technology Overview EXTENT-2015: LSEG Technology Overview
EXTENT-2015: LSEG Technology Overview
 
Wallstreet FX
Wallstreet FXWallstreet FX
Wallstreet FX
 
Derivative_Trading Platform_SummitFT
Derivative_Trading Platform_SummitFTDerivative_Trading Platform_SummitFT
Derivative_Trading Platform_SummitFT
 
StatPro Revolution Brochure March 2015
StatPro Revolution Brochure March 2015StatPro Revolution Brochure March 2015
StatPro Revolution Brochure March 2015
 
StatPro Revolution Brochure 2015 (1)
StatPro Revolution Brochure 2015 (1)StatPro Revolution Brochure 2015 (1)
StatPro Revolution Brochure 2015 (1)
 
Case study commodity value chain banking luxoft for one of the largest global...
Case study commodity value chain banking luxoft for one of the largest global...Case study commodity value chain banking luxoft for one of the largest global...
Case study commodity value chain banking luxoft for one of the largest global...
 
I reekt pitch
I reekt pitchI reekt pitch
I reekt pitch
 
resume_Deepak
resume_Deepakresume_Deepak
resume_Deepak
 
Pac Overview 2010
Pac Overview 2010Pac Overview 2010
Pac Overview 2010
 
Cryptocurrency exchange - Merkeleon software
Cryptocurrency exchange - Merkeleon softwareCryptocurrency exchange - Merkeleon software
Cryptocurrency exchange - Merkeleon software
 
Philip Green CV
Philip Green CVPhilip Green CV
Philip Green CV
 
Green Derivatives Trading Desk, Philip Green CV
Green Derivatives Trading Desk, Philip Green CVGreen Derivatives Trading Desk, Philip Green CV
Green Derivatives Trading Desk, Philip Green CV
 
Finologee's PSD2 Value Proposition
Finologee's PSD2 Value Proposition Finologee's PSD2 Value Proposition
Finologee's PSD2 Value Proposition
 
Treasury & Cash Management
Treasury & Cash ManagementTreasury & Cash Management
Treasury & Cash Management
 
Sungard Global trading Presentation
Sungard Global trading PresentationSungard Global trading Presentation
Sungard Global trading Presentation
 
Qopius A.I Global Asset Allocation model
Qopius A.I Global Asset Allocation modelQopius A.I Global Asset Allocation model
Qopius A.I Global Asset Allocation model
 
London MuleSoft Meetup 15 Sept
London MuleSoft Meetup 15 SeptLondon MuleSoft Meetup 15 Sept
London MuleSoft Meetup 15 Sept
 
RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...
RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...
RubiOne: Apache Spark as the Backbone of a Retail Analytics Development Envir...
 
Thomas Georgeson CV Jan16
Thomas Georgeson CV Jan16Thomas Georgeson CV Jan16
Thomas Georgeson CV Jan16
 

Recently uploaded

What is Venture Client for Startup entrepreneur
What is Venture Client for Startup entrepreneurWhat is Venture Client for Startup entrepreneur
What is Venture Client for Startup entrepreneur
Gokul Rangarajan
 
Growth Buyouts - The Dawn of the GBO (Slow Ventures)
Growth Buyouts - The  Dawn of the GBO (Slow Ventures)Growth Buyouts - The  Dawn of the GBO (Slow Ventures)
Growth Buyouts - The Dawn of the GBO (Slow Ventures)
Razin Mustafiz
 
1234567891011121314151617181920212223242
12345678910111213141516171819202122232421234567891011121314151617181920212223242
1234567891011121314151617181920212223242
fauzanal343
 
PETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAA
PETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAAPETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAA
PETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAA
lawrenceads01
 
Navigating Change Strategies for Effective Transition and Operational Plannin...
Navigating Change Strategies for Effective Transition and Operational Plannin...Navigating Change Strategies for Effective Transition and Operational Plannin...
Navigating Change Strategies for Effective Transition and Operational Plannin...
Brian Frerichs
 
PETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAA
PETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAAPETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAA
PETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAA
lawrenceads01
 
Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...
Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...
Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...
itnewsafrica
 
Best Practices in Negotiation for Business Management Students
Best Practices in Negotiation for Business Management StudentsBest Practices in Negotiation for Business Management Students
Best Practices in Negotiation for Business Management Students
zoyaws1
 
Case study on Indian Ecommerce logistics
Case study on Indian Ecommerce logisticsCase study on Indian Ecommerce logistics
Case study on Indian Ecommerce logistics
UnheardShayari
 
Staffan Canback - The 18 Rays of Project Management
Staffan Canback - The 18 Rays of Project ManagementStaffan Canback - The 18 Rays of Project Management
Staffan Canback - The 18 Rays of Project Management
Tellusant, Inc.
 
Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...
Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...
Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...
Aggregage
 
THE IMPORTANCE OF CODING IN DEVOPS EXPLANATION
THE IMPORTANCE OF CODING IN DEVOPS EXPLANATIONTHE IMPORTANCE OF CODING IN DEVOPS EXPLANATION
THE IMPORTANCE OF CODING IN DEVOPS EXPLANATION
hrajkumar444
 
Corporate Governance for South African Mining Companies
Corporate Governance for South African Mining CompaniesCorporate Governance for South African Mining Companies
Corporate Governance for South African Mining Companies
James AH Campbell
 
AI at Work​ The demystification of AI and real-world stories on how to apply ...
AI at Work​ The demystification of AI and real-world stories on how to apply ...AI at Work​ The demystification of AI and real-world stories on how to apply ...
AI at Work​ The demystification of AI and real-world stories on how to apply ...
Auxis Consulting & Outsourcing
 
PAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAA
PAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAAPAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAA
PAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAA
lawrenceads01
 
TALENT ACQUISITION AND MANAGEMENT LECTURE 2
TALENT ACQUISITION AND MANAGEMENT LECTURE 2TALENT ACQUISITION AND MANAGEMENT LECTURE 2
TALENT ACQUISITION AND MANAGEMENT LECTURE 2
projectseasy
 
Cheslyn Jacobs- TymeBank: Building Consumer Trust in Digital Banking
Cheslyn Jacobs- TymeBank: Building Consumer Trust in Digital  BankingCheslyn Jacobs- TymeBank: Building Consumer Trust in Digital  Banking
Cheslyn Jacobs- TymeBank: Building Consumer Trust in Digital Banking
itnewsafrica
 
Pricing sophistication - auto insurance telematics
Pricing sophistication - auto insurance telematicsPricing sophistication - auto insurance telematics
Pricing sophistication - auto insurance telematics
Matteo Carbone
 
Managing Customer & User Experience of Customers
Managing Customer & User Experience of CustomersManaging Customer & User Experience of Customers
Managing Customer & User Experience of Customers
SalmanTahir60
 
Cryptocurrency KYC Policies: Comparing Binance KYC Bypass with Rivals
Cryptocurrency KYC Policies: Comparing Binance KYC Bypass with RivalsCryptocurrency KYC Policies: Comparing Binance KYC Bypass with Rivals
Cryptocurrency KYC Policies: Comparing Binance KYC Bypass with Rivals
Any kyc Account
 

Recently uploaded (20)

What is Venture Client for Startup entrepreneur
What is Venture Client for Startup entrepreneurWhat is Venture Client for Startup entrepreneur
What is Venture Client for Startup entrepreneur
 
Growth Buyouts - The Dawn of the GBO (Slow Ventures)
Growth Buyouts - The  Dawn of the GBO (Slow Ventures)Growth Buyouts - The  Dawn of the GBO (Slow Ventures)
Growth Buyouts - The Dawn of the GBO (Slow Ventures)
 
1234567891011121314151617181920212223242
12345678910111213141516171819202122232421234567891011121314151617181920212223242
1234567891011121314151617181920212223242
 
PETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAA
PETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAAPETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAA
PETAVIT MICHAEL TAY.pdfAAAAAAAAAAAAAAAAAAAA
 
Navigating Change Strategies for Effective Transition and Operational Plannin...
Navigating Change Strategies for Effective Transition and Operational Plannin...Navigating Change Strategies for Effective Transition and Operational Plannin...
Navigating Change Strategies for Effective Transition and Operational Plannin...
 
PETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAA
PETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAAPETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAA
PETAVIT SIP-05.pdfAAAAAAAAAAAAAAAAAAAAAAAAA
 
Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...
Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...
Anton Grutzmache- Ominisient: The Data Revolution in Banking: From Scoring Cr...
 
Best Practices in Negotiation for Business Management Students
Best Practices in Negotiation for Business Management StudentsBest Practices in Negotiation for Business Management Students
Best Practices in Negotiation for Business Management Students
 
Case study on Indian Ecommerce logistics
Case study on Indian Ecommerce logisticsCase study on Indian Ecommerce logistics
Case study on Indian Ecommerce logistics
 
Staffan Canback - The 18 Rays of Project Management
Staffan Canback - The 18 Rays of Project ManagementStaffan Canback - The 18 Rays of Project Management
Staffan Canback - The 18 Rays of Project Management
 
Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...
Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...
Don’t Get Left Behind: Leveraging Modern Product Management Across the Organi...
 
THE IMPORTANCE OF CODING IN DEVOPS EXPLANATION
THE IMPORTANCE OF CODING IN DEVOPS EXPLANATIONTHE IMPORTANCE OF CODING IN DEVOPS EXPLANATION
THE IMPORTANCE OF CODING IN DEVOPS EXPLANATION
 
Corporate Governance for South African Mining Companies
Corporate Governance for South African Mining CompaniesCorporate Governance for South African Mining Companies
Corporate Governance for South African Mining Companies
 
AI at Work​ The demystification of AI and real-world stories on how to apply ...
AI at Work​ The demystification of AI and real-world stories on how to apply ...AI at Work​ The demystification of AI and real-world stories on how to apply ...
AI at Work​ The demystification of AI and real-world stories on how to apply ...
 
PAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAA
PAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAAPAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAA
PAWFESSIONAL ELVA MAX.pdfAAAAAAAAAAAAAAAAAAA
 
TALENT ACQUISITION AND MANAGEMENT LECTURE 2
TALENT ACQUISITION AND MANAGEMENT LECTURE 2TALENT ACQUISITION AND MANAGEMENT LECTURE 2
TALENT ACQUISITION AND MANAGEMENT LECTURE 2
 
Cheslyn Jacobs- TymeBank: Building Consumer Trust in Digital Banking
Cheslyn Jacobs- TymeBank: Building Consumer Trust in Digital  BankingCheslyn Jacobs- TymeBank: Building Consumer Trust in Digital  Banking
Cheslyn Jacobs- TymeBank: Building Consumer Trust in Digital Banking
 
Pricing sophistication - auto insurance telematics
Pricing sophistication - auto insurance telematicsPricing sophistication - auto insurance telematics
Pricing sophistication - auto insurance telematics
 
Managing Customer & User Experience of Customers
Managing Customer & User Experience of CustomersManaging Customer & User Experience of Customers
Managing Customer & User Experience of Customers
 
Cryptocurrency KYC Policies: Comparing Binance KYC Bypass with Rivals
Cryptocurrency KYC Policies: Comparing Binance KYC Bypass with RivalsCryptocurrency KYC Policies: Comparing Binance KYC Bypass with Rivals
Cryptocurrency KYC Policies: Comparing Binance KYC Bypass with Rivals
 

Sophis RISQUE Brochure

  • 1. Sophis RISQUE Equities & Derivatives Fixed Income Equity Finance Credit Derivatives Commodities & Derivatives IR Derivatives Forex & Derivatives Inflation & Derivatives Cross-Asset Front-to-Back Trading & Risk Management for Capital Markets
  • 2. Front Office Unrivalled portfolio management and decision support Structured C redit credit s w aption CPPI H ybrid Across all asset classes (equities, credit, interest rates, fixed income, inflation, foreign exchange, commodities and hybrids), RISQUE delivers the P&L consolidation, pricing models and hedging tool capability the trader needs to keep one step ahead of the market. Indeed, RISQUE allows the portfolio to be analysed from as many angles as the trader chooses - as if holding it in their own hands. From the most vanilla of flow business to the most advanced reaches of the OTC market, RISQUE frees the trader from operational concerns to focus on innovation. •Real-time: position monitoring, P&L calculation with marked-to-market and theoretical prices. •User friendly: highly flexible and user-friendly hierarchical portfolio and GUI, full Excel link (copy paste and .COM bus). •User adaptable: user-chosen view, parameter and data sets. •Flexible: unlimited model and instrument customisation with Sophis Toolkit, instrument modelling with award-winning Structure Builder. RISQUE instrument coverage
  • 3. Market risk RISQUE offers the most advanced integrated risk control tools: •Model calibration •Real-time calculation and consolidation of risk indicators •Full range of standard and customisable simulations and risk scenarios •Historical, Monte Carlo and parametric VaR calculation •Compliance management Counterparty risk RISQUE Collateral Management module determines the credit risk exposure for any instrument and offers accurate management of all collateral positions and margin calls. RISQUE is compatible with most BASEL II and MIFID standard rules. Operational risk RISQUE integrates a flexible, rules-based workflow that fits any internal validation process and provides a highly secure platform, with full reporting facilities, defined user rights and audit trail. Reporting An integrated tool allows the generation of standard reports. Users can also rapidly create and customise additional user-defined Crystal Report templates. Risk Management RISQUE integrates market, counterparty and operational risk management within the same platform Real-time exposure report by risk factor
  • 4. Data management •RISQUE is based on a single database. This means that all its current functionality is linked to the same data warehouse, integrated front-to-back and across all assets. •It offers a comprehensive solution for automatically updating security and data masters from external data sources with all the types of static and market data that define financial instruments. •RISQUE gives the possibility to verify the accuracy of market data and its computation for instrument pricing, P&L, end of day procedure and risk scenarios, thanks to the delivery of highly reliable indicators and reports. •Multi site capability ensures business continuity managing 24/5 updates, multiple business time zones and currencies as well as multiple local or global business lines. Back office •Secured workflow: Automatic management of statuses and events, all fully customisable as required in RISQUE, throughout the full lifecycle of all trades from the front office to the back office. •Confirmations and payments: Generation of template-based validation and notification messages to multiple third parties (depositaries, brokers, clearing agents and all other parties). •Settlement instructions: Generation of all settlement messages at real settlement dates thanks to generic and user-tailored GUIs. •Accounting: Straight through processing integration of accounting entries in the general ledger, marked-to-market revaluations and corporate actions management. •Nostro Management: Designed to undertake real management of cash accounts on a daily or weekly basis, or at the end of any period users specify. Operations Grow your business in a sustained way RISQUE full STP transaction chain
  • 5. Scalability and openness Customisation Because all institutions have different goals, structures and priorities, RISQUE can be tailored to fit seamlessly into any environment. •C++ & .Net Toolkit allows unlimited modification of the application through access to all its functional libraries including those for calculation, database and instruments.This allows our clients to integrate their own pricing models, independently meet new market practices, trade new instruments, etc. as they wish. •RISQUE API (Application Program Interface) allows the client to build strong connections to external applications. RISQUE functionality is accessible through either Sophis proprietary format, XML messages or .COM port. In addition, new services can be built on the RISQUE API, complementing its service oriented architecture (SOA) with specific functionality as required. RISQUE service oriented architecture Technology Offering adaptability as standard Developer station Enrichment & customisation (pricer, instrument, scenario, etc.) Standard reports Data providers Sophis CB External systems Basic architecture External FO systems External BO systems Sophis Calculation Server / Grid computing farms Sophis Middleware / ORACLE database Core servers Real time Data Risk management Performance Back Office Transaction, Instrument, Third party, Portfolio, Valuation & Risk Web portals Core services Business & performance Web Services Sophis users Citrix® servers Sophis SOA
  • 6. Founded in 1985, Sophis is a leading provider of cross-asset, front-to-back portfolio and risk management technology for the capital markets, asset management and insurance industry. The company has a global presence with eleven offices around the world and serves more than 130 market-leading institutions, including investment banks, asset managers and hedge funds with its two solutions, RISQUE, dedicated to the sell-side, and VALUE, dedicated to the buy-side. RISQUE is a cross-asset, front-to-back office solution that enables investment banks to implement true straight-through processing across their trading activity. The combination of wide instrument coverage, high performance, flexibility, open and scalable architecture, and user friendliness makes RISQUE a unique global system used by many of the powerhouses in derivatives and structured products trading, including more than a third of the top 25 world banks. RISQUE features data management, pricing, portfolio management and risk analysis tools. It also helps sell-side institutions increase the efficiency of their high volume flow business operations through improved back office capabilities. E m a i l : in fo @ s o p hi s . n e t We b s i t e : h t t p : / / w w w. s o p hi s . n e t Dubai O f fi c e 5 1 1 Fa i s a l A li M u k h t a r A l - Yo u s u f B u ildin g S t r e e t 3 7 3 - 1 0 9 B a r s h a Fi r s t D u b a i – U ni t e d A ra b E mi ra t e s Tel : + 9 7 1 5 0 6 2 4 7 7 3 8 Singapore L e v el 2 5 , N o r t h Tow er, 1 R a f fl e s Q u a y S in ga p o r e 0 4 8 5 8 3 Tel : + 6 5 6 6 2 2 5 5 4 1 Hong Kong S u i t e 5 8 0 9 , 5 8 / F, Tw o I n t ern a t io n a l Fin a n c e C e n t r e, N o . 8 Fin a n c e S t r e e t , C e n t ra l , H o n g Ko n g . Tel : + 8 5 2 2 8 0 5 0 8 1 1 Tokyo F u ko k u S e im e i B ld g . 5 F, 2 - 2 - 2 U c hi s a i w a i c h o, C hi yo d a - k u To k yo 1 0 0 - 0 0 1 1 , Ja p a n Tel : + 8 1 ( 3 ) 5 5 1 2 7 1 9 1 Seoul L e v el 2 1 , S e o u l Fin a n c e C e n t r e Ta e pye o n gro 1 - ga , Ju n g - gu S e o u l 1 0 0 - 7 6 8 , Ko r e a Tel : + 8 2 2 3 7 8 2 4 6 8 7 New York 9 9 Pa rk Av e n u e, S u i t e 1 5 4 0 N e w Yo rk , N Y 1 0 0 1 6 US A Tel : + 1 ( 2 1 2 ) 6 2 5 - 8 9 0 0 London 3 - 6 G ra c e c h u rc h S t r e e t L o n d o n E C 3 V O AT, U K Tel : + 4 4 ( 0 ) 2 0 7 2 2 0 5 5 0 0 Dublin 6 1 - 6 2 Fi t z w il li a m L a n e D u blin 2 , I r el a n d Tel : + 3 5 3 1 7 7 5 3 9 0 0 Paris 1 0 r u e d e C a s t iglio n e 7 5 0 0 1 Pa ri s , Fra n c e Tel : + 3 3 ( 0 ) 1 4 4 5 5 3 7 7 3 Milan V i a M o n t e di p i e t à 2 1 2 0 1 2 1 M il a n , I t a l y Tel : + 3 9 0 2 8 6 3 3 7 7 9 9 Frankfurt M a in zer L a n d s t ra s s e 2 7 - 3 1 6 0 3 2 9 Fra n k f u r t a m M a in , G erm a n y Tel : + 4 9 6 9 2 7 4 0 1 5 2 2 0