TradingScreen, a provider of global execution management systems (EMS), announced the launch of a position and portfolio risk analysis package that is fully integrated into its TradeSmart execution platform.
TradingScreen says the launch takes risk analysis from a post-trade process to a forward-looking approach at the trading-desk level.
"TradeSmart's new risk analytics help customers anticipate risk, and provide additional insight into the implications of trading decisions on the fly," said Philippe Buhannic, CEO of TradingScreen.
"This gives TradingScreen clients an edge over other investors who may be viewing risk in a separate pre-trade system, or reacting after the trade has already taken place."
TradeSmart users will now have the ability to measure portfolio, position, and individual position risk seamlessly at the execution level, acording to a release.
The system also incorporates the risk analysis of hypothetical trades and portfolio reallocations enabling users to understand exposure effects prior to executing orders. The TradeSmart risk package is applicable across global, multi-asset, multi-currency portfolios and positions, an important feature for Buy Side clients managing diverse, global investments.
The addition of a suite of risk analysis tools to the TradingScreen environment also lets clients generate exposure analysis calculations on portfolios, baskets, and individual positions, TradingScreen said.
Users have the ability to apply several quantitative measurements, such as multi-model volatility, index correlations, betas, and Value At Risk (VaR).
Calculations can be requested and executed in several existing TradeSmart views, allowing those already familiar with the environment to rapidly create actionable and valuable risk analysis results. Melanie Rodier has worked as a print and broadcast journalist for over 10 years, covering business and finance, general news, and film trade news. Prior to joining Wall Street & Technology in April 2007, Melanie lived in Paris, where she worked for the International Herald ... View Full Bio