Benefits and Features
RiskMetrics Web Services allow you to integrate our hosted risk content and analyses directly into your own applications to help you:
- Generate valuation, sensitivity, and VaR-based statistics simultaneously across multiple portfolios
- Gain access to intermediate results and simulations for exception management, to be directly used by your other risk processes
- Define decompositions of analyses
- Dynamically define and execute stress scenarios
- Use common identifiers, e.g. ISINS/CUSIPS/SEDOLS, to represent holdings in portfolios whereby the RiskMetrics Terms and Conditions Database is used to enrich the information sent
- Obtain normalized market and static data
- Dynamically execute "what-if" simulations by adding new holdings, re-weighting existing allocations, and stressing pre- and post- "what-if" portfolios
Clients have access to RiskMetrics Web Services 24 hours a day, so our risk expertise can be utilized on-demand for your overnight processing, pre-trade compliance checks, ad-hoc analysis from an Excel document, or integrated into your own web pages.
Clients can develop spreadsheets that incorporate the ability to perform ad-hoc analysis by traders for pre-trade analysis. This is accomplished by the client building a spreadsheet with a macro built in that can be prompted to make calls to RiskMetrics Web Services to fetch security Tems & Conditions and subsequently process for risk results.
