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.
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