Robust market risk solution that offers multi-asset class risk analysis, stress testing, and scenario modeling. The system provides VaR calculations using various methodologies, factor-based risk decomposition, and what-if analysis.
Solutions for measuring and managing risks from changes in market prices, interest rates, and volatility.
More Market Risk Systems
More Risk Management ...
Real-Time Data Feeds Supports real-time streaming data from exchanges and data providers. |
FactSet Market Risk provides real-time and intraday risk analytics, suggesting support for real-time data feeds as per public product documentation. | |
Historical Data Support Ability to access and utilize historical market data for backtesting and model validation. |
Backtesting and historical risk attribution are part of the offering, indicating historical data support. | |
Data Cleansing Automatically detects and rectifies anomalies or gaps in imported market data. |
No information available | |
Wide Asset Coverage Supports a diverse set of asset classes including equities, fixed income, FX, derivatives, and commodities. |
Supports risk analytics for equities, fixed income, FX, commodities, and derivatives. | |
Data Latency The delay between data origination and when it is available for risk calculations. |
No information available | |
Vendor Connectivity Out-of-the-box integration with leading market data vendors. |
Proven connectivity to leading market data providers (Bloomberg, Reuters, etc.). | |
Custom Data Sources Ability to import and work with proprietary or bespoke data feeds. |
The platform supports integration with proprietary and bespoke data feeds. | |
Data Lineage and Audit Tracks origin and changes of all market data for audit and control purposes. |
. | No information available |
Data Refresh Frequency Interval at which the market data is updated. |
. | No information available |
Data Quality Metrics Tracks completeness and consistency metrics for market data. |
. | No information available |
Support for Multiple Currencies Handles data in various global currencies. |
. | No information available |
Value-at-Risk (VaR) Calculation Built-in models for calculating portfolio and asset VaR. |
. | No information available |
Expected Shortfall (ES) Supports calculation of Expected Shortfall for advanced risk analytics. |
FactSet Market Risk includes Expected Shortfall (ES/CVaR) calculations for regulatory and analytics use cases. | |
Stress Testing Scenario and historical stress test capabilities. |
Product brochures cite robust scenario and what-if analysis, indicating stress testing support. | |
Risk Factor Sensitivities (Greeks) Calculates sensitivities including delta, gamma, vega, rho, and theta. |
Feature set includes calculation of risk sensitivities (the Greeks) for derivatives. | |
Revaluation Performance Number of positions/instruments processed per second. |
. | No information available |
Calculation Parallelization Supports distributed or parallel risk computation. |
Supports parallel risk computation for improved performance, as outlined in technical documentation. | |
Custom Model Integration Allows for integration of user-developed risk models. |
. | No information available |
Monte Carlo Simulation Capability Ability to run large-scale Monte Carlo risk simulations. |
Monte Carlo simulation capabilities are highlighted for risk measures. | |
Backtesting Functionality Built-in functionality to backtest risk model performance against actual outcomes. |
Integrated backtesting functionality for risk models is stated in technical specifications. | |
Risk Aggregation Aggregates risk across asset, business line, and geographical hierarchies. |
FactSet aggregates risk at portfolio, business line, and firm level. | |
Correlation Handling Ability to model and utilize asset correlations in risk calculations. |
. | No information available |
Non-linear Instruments Support Handles exotics and path-dependent instruments (e.g., options, swaps). |
Handles path-dependent/complex derivatives, as indicated by 'exotics' coverage in feature overview. |
Customizable Dashboards Users can tailor dashboards to display relevant risk metrics. |
Users can create and customize dashboards, as shown in screenshots and demos. | |
Ad-Hoc Reporting Capability for users to build custom queries and reports on demand. |
. | No information available |
Scheduled Reporting Supports automated generation and distribution of regular risk reports. |
. | No information available |
Data Export Functions Export results to Excel, PDF, CSV, or BI tools. |
Exports risk results to multiple formats, including Excel and PDF. | |
Interactive Visualization Enables dynamic charting and drill-downs into risk data. |
. | No information available |
Web-Based Access Accessible via browser-based GUI for remote users. |
Offers a browser-based interface and cloud access for remote users. | |
APIs for Reporting APIs available to pull risk results into external systems. |
FactSet has API access options for pulling risk data into other platforms. | |
Alerting and Notifications Notifies users when risk limits are breached. |
Product documentation lists automated and user-defined alerts for risk limits and system events. | |
Role-Based Views User roles govern data visibility and interface features. |
. | No information available |
Multi-Language Support UI available in multiple languages. |
. | No information available |
Basel III/IV Compliance Pre-built modules for regulatory calculation and reporting. |
. | No information available |
Regulatory Report Generation Automated templates for regulatory submissions (e.g., COREP, FR Y-14). |
. | No information available |
Audit Logging Logs all access and changes for audit and compliance tracking. |
. | No information available |
Model Governance & Documentation Stores model documentation, approvals, and ongoing validation results. |
. | No information available |
Regulatory Change Updates System is updated to reflect changes in major regulations. |
. | No information available |
BCBS239 Compliance Supports principles for risk data aggregation and reporting. |
. | No information available |
Custom Regulatory Templates Configuration of new regulatory report templates as needed. |
. | No information available |
Permissions for Regulator Access Ability to grant regulators direct or read-only system access. |
. | No information available |
Data Retention Policy Management Tools for enforcing and modifying data retention schedules. |
. | No information available |
Regulatory Validation Tools Built-in utilities to validate and check reports for regulatory accuracy. |
. | No information available |
Horizontal Scalability Can be scaled out across multiple servers or cloud nodes. |
. | No information available |
Concurrent User Support Maximum number of simultaneous users supported without degradation. |
. | No information available |
Throughput Number of risk computations or transactions the system can process per unit time. |
. | No information available |
Fault Tolerance System continues operation despite hardware/software failure. |
. | No information available |
Disaster Recovery Readiness Support for rapid recovery from catastrophic failures. |
. | No information available |
Batch Risk Processing Window Time required to process end-of-day or batch risk calculations. |
. | No information available |
Load Balancing Distributes workloads as needed for optimal resource usage. |
. | No information available |
Elastic Cloud Scaling Dynamic allocation of cloud resources based on load. |
. | No information available |
Peak Data Volume Handling Maximum data volume that can be handled without system outage. |
. | No information available |
Low Latency User Response Average latency for user queries or dashboard interactions. |
. | No information available |
Role-Based Access Control User permissions based on roles and responsibilities. |
Role-based access control is given for data, dashboards, and reporting exposure. | |
Multi-Factor Authentication Requires more than one authentication method for access. |
Multi-factor authentication is part of the security specification for enterprise deployments. | |
Data Encryption In-Transit Encrypts data as it travels across the network. |
Transmission of data is encrypted in transit using industry best practices. | |
Data Encryption At Rest Stores data encrypted on disk/database. |
Data at rest is encrypted within FactSet infrastructure. | |
Single Sign-On Integration Integration with SSO frameworks (e.g., SAML, OAuth). |
. | No information available |
Fine-Grained Data Access Granular control over data visibility at user or group level. |
. | No information available |
Audit Trails Comprehensive logging of user activities and data access. |
. | No information available |
Regular Security Patching System receives and applies timely security updates. |
. | No information available |
Penetration Testing Support System is regularly tested for vulnerabilities. |
. | No information available |
Custom Access Policies Configuration of organization-specific combinations of roles and permissions. |
. | No information available |
Equities Support for equity shares and equity derivatives. |
. | No information available |
Fixed Income Supports government, corporate bonds, and fixed income derivatives. |
. | No information available |
Foreign Exchange (FX) Supports spot, forwards, options, and FX derivatives. |
. | No information available |
Commodities Handles commodities and their derivatives (options, futures, swaps). |
. | No information available |
Interest Rate Derivatives Supports swaps, caps/floors, and other IR derivatives. |
. | No information available |
Credit Derivatives Support for CDS, CDO, CLN, etc. |
. | No information available |
Structured Products Able to model and risk-manage bespoke structured products. |
. | No information available |
Exotic Instruments Models complex, path-dependent, or non-standard products. |
. | No information available |
Securitized Products Covers ABS, MBS, CMOs, and other securitized assets. |
. | No information available |
ETFs and Index Products Coverage of ETFs, index options/futures, and related instruments. |
. | No information available |
Model Inventory Comprehensive register of all models in use and in development. |
. | No information available |
Model Life Cycle Tracking Tracks model inception, approval, usage, and retirement/disposal. |
. | No information available |
Validation Workflow Facilitates and enforces the workflow for periodic model validation. |
. | No information available |
Performance Benchmarking Compares model outputs against benchmarks or alternatives. |
. | No information available |
Override and Adjustment Logging Logs any manual overrides or judgements applied to model output. |
. | No information available |
Model Documentation Repository Central storage for all model-related documents. |
. | No information available |
Automatic Alerting for Model Failures System-generated alerts for model breakdowns, errors, or threshold breaches. |
. | No information available |
Independent Model Review Support Tools for supporting independent review and challenge. |
. | No information available |
Version Control for Models Tracks version history of model implementations. |
. | No information available |
Ongoing Calibration Tools Built-in utilities for recalibrating and tuning model parameters. |
. | No information available |
Front Office System Integration Connects with core trading and order management systems. |
FactSet Market Risk provides integration with core trading and order management systems. | |
Back Office System Integration Synchronization with settlement and accounting platforms. |
Integration with settlement, accounting, and back office systems is standard. | |
API Availability REST, SOAP, or other APIs for programmatic integration. |
APIs (REST, SOAP) for risk data integration detailed in developer documentation. | |
Batch File Import/Export Automated processing of bulk data through flat files. |
. | No information available |
Real-Time Messaging Support Integration with message buses (Kafka, MQ, etc.) for event-driven processes. |
. | No information available |
Third-Party Plug-In Support Allows extension of system functionality via plug-ins. |
. | No information available |
RegTech Integration Seamless connection with regulatory technology vendors/platforms. |
. | No information available |
Data Mapping Tools Graphical interfaces to map and transform data formats. |
. | No information available |
Master Data Management Support Integration with MDM solutions for consistent enterprise data. |
. | No information available |
Custom Integration Scripting Facilities for scripting bespoke data flows or workflows. |
. | No information available |
Comprehensive Audit Trails Detailed logs of all system activity, data manipulations, and user actions. |
. | No information available |
Computation Traceability Ability to trace each output metric back to source data and calculation path. |
. | No information available |
Change Management Logging Records configuration and model parameter changes with timestamps. |
. | No information available |
Access Logging Every system access (login/logout) is logged for audit purposes. |
. | No information available |
Automated Exception Logging Automatically records system- and calculation-level anomalies. |
. | No information available |
Report Generation Logging Tracks who generated each report and when. |
. | No information available |
Data Change Alerts Proactive alerts if unexpected data changes are detected. |
. | No information available |
External Audit Support Facilities to export audit logs for external audit review. |
. | No information available |
Retention Policy Enforcement Automates log and data retention/deletion per policy. |
. | No information available |
User Comment Logging Capability for users to annotate actions and outputs for later reference. |
. | No information available |
Cloud Deployment Option Availability of SaaS/cloud deployment as well as on-premise. |
. | No information available |
On-Premise Deployment Option Option for complete deployment within client data center/environment. |
. | No information available |
Containerization Support System can be deployed using Docker, Kubernetes, or similar technologies. |
. | No information available |
Regular Upgrades/Updates Frequency and ease of system version upgrades. |
. | No information available |
24/7 Vendor Support Around-the-clock support for incidents and queries. |
. | No information available |
Service Level Agreements (SLAs) Vendor provides measurable performance and uptime guarantees. |
. | No information available |
Dedicated Account Management Assigned client manager for support and escalation. |
. | No information available |
Training and Knowledge Base Access to user training, manuals, and learning resources. |
. | No information available |
Automated Monitoring & Health Checks System self-monitoring and health status reporting. |
. | No information available |
Sandbox/Test Environment Ability to establish parallel non-production environments. |
. | No information available |
Real-time Data Feed Support Ability to connect with real-time data feed providers for live market prices. |
FactSet explicitly supports real-time data feed integration for market prices. | |
Historical Data Storage System's ability to store and retrieve historical market data. |
Historical data storage and retrieval capabilities are mentioned under backtesting and scenario analysis features. | |
Vendor Flexibility Number of different data vendors the system can connect to (e.g., Bloomberg, Reuters). |
. | No information available |
Data Cleansing Tools Tools provided to clean, deduplicate, and correct inconsistent or missing market data. |
FactSet offers extensive data cleansing, deduplication, and toolsets for correcting data issues. | |
Frequency of Data Updates How frequently the system updates market data. |
. | No information available |
Custom Instrument Mapping Ability to map proprietary or custom instruments to market data feeds. |
. | No information available |
Automated Error Handling System automatically flags and manages data anomalies or failures. |
. | No information available |
Scalability for Data Volume Capability to handle increasing data volumes without performance loss. |
Scalability for increasing market data volumes is supported, as indicated by multi-asset/global coverage. | |
Market Data Audit Logs Ability to log and trace all data changes or feeds for compliance. |
Market data audit logging and traceability are included for compliance-sensitive users. | |
Data Encryption In Transit/At Rest Ensures all market data is encrypted for security purposes. |
Both data in transit and data at rest are encrypted, as per security specifications. | |
Latency in Data Processing Average system delay in processing and making data available. |
. | No information available |
Support for Alternative Data Ability to ingest and process non-traditional market data (e.g., satellite, social media). |
No information available |
Value-at-Risk (VaR) Calculation Support for different VaR methodologies (historical, parametric, Monte Carlo). |
Product explicitly offers VaR calculation via historical, Monte Carlo, and parametric methods. | |
Expected Shortfall Capability to calculate and report Expected Shortfall (ES or CVaR) as per regulatory requirements. |
FactSet Market Risk calculates and reports Expected Shortfall per regulatory and internal standards. | |
Scenario Analysis Ability to define, run, and analyze results from hypothetical scenarios. |
Scenario analysis and hypothetical risk analysis are key parts of the feature set. | |
Stress Testing Framework Comprehensive system to create and execute stress test scenarios on portfolios. |
Stress test scenario support is explicitly marketed. | |
Risk Sensitivities (Greeks) Computation of sensitivities such as delta, gamma, vega, rho, theta. |
Computation of sensitivities such as the Greeks (delta, gamma, etc.) is supported for asset classes. | |
Aggregation of Risk Results Ability to consolidate risk metrics across multiple portfolios or entities. |
Risk metric aggregation supports multi-portfolio, enterprise, and business line consolidation. | |
Customizable Risk Metrics Define and calculate custom risk metrics as per business needs. |
No information available | |
Calculation Speed Time taken to perform full risk calculations on a production-size portfolio. |
. | No information available |
Multi-Currency Capabilities Handle risk computations across portfolios denominated in different currencies. |
. | No information available |
Intraday Calculation Support Run full or incremental portfolio risk calculations multiple times a day. |
Supports intraday risk calculations (multiple times daily portfolio refresh). | |
Backtesting Tools Support for backtesting risk models against historical data. |
Backtesting risk models against historical data is included. | |
Model Risk Management Tools for model validation, calibration, and version control. |
Model validation, calibration, and version control utilities are covered on the website. |
Asset Class Coverage Number of different asset classes supported (equities, FX, fixed income, commodities, derivatives, etc.). |
No information available | |
Exotic Derivatives Support Ability to handle complex and bespoke financial instruments. |
FactSet provides support for exotic/complex derivatives and structured products. | |
Structured Product Modeling Support for risk assessment of structured and hybrid products. |
Structured product modeling is one of the use cases. | |
Custom Instrument Modeling Able to define and integrate models for custom or new instruments. |
. | No information available |
Cross-Asset Risk Calculation Can calculate risk for portfolios with mixed asset types. |
Cross-asset risk calculations are detailed as a primary feature. | |
Market Conventions Flexibility Customize market conventions (day count, roll dates, etc.) for different markets. |
. | No information available |
Instrument Template Library Library of pre-built templates for standard instruments. |
. | No information available |
Concurrent User Support Number of users who can use the system without performance issues. |
. | No information available |
Parallel Processing System can distribute risk calculations across multiple CPUs/cores. |
Parallel processing is mentioned, indicating use of multiple computing resources. | |
Batch Processing Speed Throughput of batch risk calculations. |
. | No information available |
Horizontal Scalability Ability to add hardware to increase system capacity. |
Horizontal scalability through distributed computing and cloud is indicated. | |
Cloud Deployment Support Whether the system can be deployed in a cloud environment. |
FactSet's risk solution is available as a cloud-based system. | |
Load Balancing Distributes workloads evenly across computing resources. |
System includes features for load balancing across computing nodes. | |
Disaster Recovery Ability to recover operations quickly after a failure. |
Describes tools and architecture for disaster recovery and business continuity. | |
High Availability Supports clustering, failover, or redundancy for uptime. |
Supports high availability via clustering and redundancy as per tech documentation. |
Web-based UI Access risk analytics via a browser-based interface. |
Accessible through a web-based user interface. | |
Dashboard and Visualization Tools Interactive dashboards for visualizing risk data and trends. |
Interactive dashboards and visualizations are shown in platform demos. | |
Customizable Reporting Create and export custom reports with desired metrics. |
Customizable reporting is part of reporting suite per product page. | |
Role-Based Access Controls Specify what information and functionality each user can access. |
Role-based access controls for UI and reporting exposure. | |
API Access Expose risk outputs and analytics via standard APIs. |
API endpoints for analytics and output access are documented. | |
Accessibility Compliance UI conforms to accessibility standards (e.g., WCAG). |
. | No information available |
Real-Time Alerts and Notifications Notify users of breaches, errors, or important risk events instantly. |
Real-time alerts and notifications described for operational and risk events. | |
Localization/Internationalization Supports multiple languages and regional formats. |
. | No information available |
Core Banking System Integration Connect with core banking software for trade and position data. |
. | No information available |
Regulatory Reporting Output Produce files and formats compliant with regulatory submissions. |
System produces regulatory submissions in compliant formats. | |
ERP/Accounting Integration Share risk data with enterprise resource planning (ERP) and accounting platforms. |
Integrates with ERP/accounting solutions and can export to those systems. | |
Data Import/Export Flexible import/export of data in multiple standard formats (CSV, XML, JSON, etc.). |
Flexible data import/export options (CSV, JSON, XML, etc.) are supported. | |
Message Bus/Queue Support Can receive and send messages via standard messaging middleware (e.g., Kafka, RabbitMQ). |
. | No information available |
Third-Party Plug-in Support Platform allows extensions or plug-ins for new analytics. |
. | No information available |
API Documentation Completeness Degree of coverage and clarity in the product's integration documentation. |
. | No information available |
Two-Factor Authentication Requires multiple credentials for user login. |
. | No information available |
User Access Logging Tracks who accessed which data and operations. |
. | No information available |
Data Encryption at Rest Risk data is encrypted while stored. |
. | No information available |
Data Encryption in Transit Risk data is encrypted when sent across networks. |
. | No information available |
Granular Permission Management Fine-grained control of user actions (read, write, export, etc.). |
. | No information available |
Compliance Certification Adheres to security standards like ISO 27001, SOC 2. |
. | No information available |
Automated Intrusion Detection Monitors for suspicious activity automatically. |
. | No information available |
Basel III Compliance Features tailored to Basel III risk management and reporting requirements. |
Basel III risk management and reporting is covered by the solution. | |
FRTB (Fundamental Review of the Trading Book) Capability Support for FRTB requirements regarding the distinction between banking and trading book risks. |
. | No information available |
Audit Trail Completeness All actions and changes logged for audit purposes. |
. | No information available |
Compliance Update Frequency How often the product's compliance libraries are updated to reflect new regulations. |
. | No information available |
Reporting Templates for Regulators Pre-built templates for regulatory risk reporting (e.g., COREP, Dodd-Frank). |
Ready-to-use regulatory report templates are included (COREP, Dodd-Frank, etc.). | |
Data Retention Policy Configuration Ability to configure how long sensitive data is stored to meet jurisdictional requirements. |
Data retention times can be configured to meet jurisdiction/regulatory requirements. |
Data Lineage Tracking Track the source, transformation, and movement of risk data across the system. |
Tracks full lineage of risk data for compliance and audit. | |
Master Data Management Central repository for key reference data (counterparty, instrument, etc.). |
Solution offers a master reference data store for market and instrument data. | |
Automated Data Quality Checks Predefined and custom rules to verify accuracy and consistency of data. |
. | No information available |
Data Versioning Ability to roll back to earlier versions of data sets. |
. | No information available |
User Data Override Logging Tracks manual changes made by users for compliance. |
. | No information available |
Data Recovery Capabilities Ability to recover and restore data after corruption or loss. |
Data recovery options available as part of business continuity solutions. |
24/7 Support Availability Round-the-clock technical and operational support. |
24/7 global support for clients confirmed on vendor website. | |
Service Level Agreement (SLA) Uptime Guaranteed system availability percentage as per SLA. |
. | No information available |
Release Frequency Frequency and regularity of maintenance releases and patches. |
. | No information available |
Online Knowledge Base Self-service documentation, FAQs, and troubleshooting guides. |
. | No information available |
Upgrade Automation Automated process to apply updates and upgrades. |
. | No information available |
Comprehensive platforms that provide an integrated view of all risks facing the pension fund, including tools for risk identification, assessment, mitigation, and reporting across multiple risk categories.
More Enterprise Risk Management Systems
More Risk Management ...
Sorry, no analysis is avaiable for Enterprise Risk Management Systems
Software for measuring market exposure through VaR (Value at Risk), stress testing, and scenario analysis across diverse market conditions and asset classes.
More Market Risk Systems
More Risk Management ...
Sorry, no analysis is avaiable for Market Risk Systems
Applications that monitor and project cash flows, assess funding needs, and ensure sufficient liquidity to meet operational requirements and regulatory standards.
More Liquidity Risk Management Tools
More Risk Management ...
Sorry, no analysis is avaiable for Liquidity Risk Management Tools
This data was generated by an AI system. Please check
with the supplier. While you are talking to them, remind them that they need
to update their entry.