RiskFrontier from Moody's Analytics

A robust risk management tool that facilitates scenario analysis, economic capital calculations, derivatives pricing, and sensitivity analysis, maximizing treasurers' ability to hedge risks effectively.

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Product analysis by function

Derivative Management Solutions for Risk Management

Specialized applications for managing the lifecycle of derivative instruments, from trade capture and valuation to hedge accounting and settlement processing.
More Derivative Management Solutions More Risk Management ...

Trade Capture and Management
(0 Yes /0 Known /12 Possible features)

Valuation and Pricing
(0 Yes /0 Known /11 Possible features)

Risk Analytics & Reporting
(0 Yes /0 Known /11 Possible features)

Collateral and Margin Management
(0 Yes /0 Known /10 Possible features)

Accounting and Compliance
(0 Yes /0 Known /10 Possible features)

Integration and Interoperability
(0 Yes /0 Known /10 Possible features)

Workflow Automation and User Experience
(0 Yes /0 Known /10 Possible features)

Security and Data Protection
(0 Yes /0 Known /10 Possible features)

Performance and Scalability
(0 Yes /0 Known /10 Possible features)

Auditability and Transparency
(0 Yes /0 Known /9 Possible features)

Support and Vendor Services
(0 Yes /0 Known /9 Possible features)

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Multi-instrument support Ability to handle a wide range of derivative types (e.g., swaps, forwards, options).		No information available
Trade booking speed Time taken to input and confirm new derivative trades.		No information available
Automated trade import Supports automatic import of trades from electronic platforms or spreadsheets.		No information available
Custom fields Allows users to define custom fields for specific data capture.		No information available
Trade version control Tracks and manages changes made to trade records over time.		No information available
Audit trail Provides full audit logs for all trade-related actions.		No information available
Lifecycle event management Handles events such as resets, rollovers, and early terminations.		No information available
Counterparty management Maintains detailed information and limits for counterparties.		No information available
Deal documentation repository Stores and links deal documentation to each trade.		No information available
Blotter views Offers customizable blotter screens for trade review and analysis.		No information available
Settlement instruction management Manages payment schedules and settlement details for each trade.		No information available
Batch trade processing Ability to execute actions on multiple trades simultaneously.		No information available

Real-time pricing engine Valuations are available in real time based on market data.		No information available
Market data integration Automatic retrieval and updating of rates, curves, and implied volatilities from market sources.		No information available
User-defined valuation models Supports the integration or definition of custom pricing models.		No information available
Model validation tools Functions for back-testing and validating pricing models.		No information available
Sensitivity analysis Ability to compute and report sensitivities (Greeks) of derivative positions.		No information available
Batch valuation speed Speed at which large portfolios are valued.		No information available
Valuation as-of-date flexibility Permits valuation at arbitrary historical or future dates.		No information available
Transparent calculation methodology Clear access to calculation logic for audit and compliance.		No information available
Third-party integration Compatibility with external valuation platforms or vendors.		No information available
Revaluation accuracy Degree of accuracy in model-based revaluation (e.g., error margin in basis points).		No information available
Historical valuation archive Stores historical valuations for comparison and auditing.		No information available

Exposure tracking Monitors exposures by counterparty, portfolio, and instrument.		No information available
Value-at-Risk (VaR) Computes VaR across different portfolios and risk factors.		No information available
Potential Future Exposure (PFE) Simulates and measures credit exposures over time.		No information available
Scenario analysis Allows users to define and run what-if scenarios and stress tests.		No information available
Limit monitoring Tracks and enforces user-defined risk limits in real-time.		No information available
Custom risk dashboards Configurable dashboards for real-time risk monitoring.		No information available
Automated risk report scheduling Schedules and delivers risk reports automatically at specified intervals.		No information available
Regulatory reporting tools Built-in templates to generate reports for compliance with regulations (e.g., EMIR, Dodd-Frank).		No information available
Instrument-level risk breakdown Detailed breakdown of risk by instrument, maturity, or sensitivity.		No information available
Real-time risk analytics speed Latency of risk metric calculations for large portfolios.		No information available
Historical analytics capability Ability to run analytics on historical data to assess risk trends.		No information available

CSA agreement support Ability to manage Credit Support Annex (CSA) terms for margining.		No information available
Automated margin call calculation Systematic computation of initial and variation margin requirements.		No information available
Collateral optimization engine Automates allocation and substitution of collateral to minimize cost.		No information available
Eligible collateral management Tracks available eligible collateral and eligibility criteria.		No information available
Dispute handling process Workflow for resolving margin and collateral disputes.		No information available
Haircut calculation engine Calculates and manages haircuts for various collateral types.		No information available
Collateral inventory management Real-time tracking of available, posted, and received collateral.		No information available
Margin statement generation Automated preparation and distribution of margin statements.		No information available
Integration with custodians Product integrates with external custodian platforms for settlement automation.		No information available
Collateral re-use tracking Monitors and manages the re-use of collateral assets (rehypothecation).		No information available

Automated accounting entries Creates and posts accounting journal entries for all transactions.		No information available
Hedge accounting support Handles requirements for IFRS 9, ASC 815, and similar standards.		No information available
Designated hedge relationship tracking Tracks underpinning documentation and status for hedge relationships.		No information available
Audit logs Comprehensive tracking of changes for SOX and similar audits.		No information available
Regulatory workflow management Guided workflows for regulatory checklist completion.		No information available
Automated compliance monitoring Flags potential non-compliance issues proactively.		No information available
Integration with ERP/GL Seamless integration with leading accounting and ERP systems.		No information available
Customizable chart of accounts Allows configuration to match organization-specific chart of accounts.		No information available
Error detection and reconciliation tools Automates detection of data inconsistencies and reconciliation tasks.		No information available
End-of-period closings Supports automated or guided closing for reporting cycles.		No information available

API availability Designed/open APIs for data import, export, and workflow integration.		No information available
Data import/export automation Support for scheduled and event-driven data transfers.		No information available
ERP system connectors Pre-built adapters for major ERP platforms (SAP, Oracle, etc.).		No information available
Market data feed compatibility Support for integration with Bloomberg, Reuters, and other data providers.		No information available
Integration speed Typical time required to integrate with a new data source.		No information available
Cloud and on-premise support Runs on both cloud-based and on-premise infrastructure.		No information available
Batch and real-time integration Supports both scheduled (batch) and immediate (real-time) data flows.		No information available
SFTP/FTP support Integration with file-based systems via secure protocols.		No information available
Webhooks/event-driven architecture Notifies external systems when key events occur.		No information available
Partner ecosystem Availability of supported third-party apps and partners.		No information available

Configurable approval workflows Route transactions and requests through customizable approval chains.		No information available
User role and permission management Fine-grained access controls for different users and teams.		No information available
Mobile access Enables use of key features from mobile devices.		No information available
Self-service reporting Users create custom reports and data queries without IT support.		No information available
Bulk data editing Edit multiple records simultaneously in the UI.		No information available
Custom alerts and notifications Set up automated alerts for key events or threshold breaches.		No information available
User onboarding speed Time required to train and onboard a new average user.		No information available
Guided workflows Step-by-step wizard features to assist new or infrequent users.		No information available
UI customization Users can personalize dashboard layouts, themes, and shortcuts.		No information available
Accessibility features Support for assistive technologies and compliance with accessibility standards (WCAG, ADA).		No information available

Data encryption in transit Encrypts data during transmission between systems (TLS/SSL).		No information available
Data encryption at rest Encrypts all stored data in databases and backups.		No information available
Multi-factor authentication Supports strong user access control via MFA.		No information available
Single sign-on (SSO) Integrates with identity management systems for SSO.		No information available
Regular security audits Undergoes regular penetration testing and compliance audits.		No information available
Granular user permissioning Enables detailed user-level or data-level access restrictions.		No information available
Anomaly detection System detects and flags unusual behavior patterns.		No information available
Data retention policy support Configurable data retention schedules and secure disposal.		No information available
Comprehensive activity logging Tracks all user and system actions for forensic analysis.		No information available
Disaster recovery RTO Recovery time objective for system disaster recovery.		No information available

Concurrent user support Maximum number of users who can use the system simultaneously without degradation.		No information available
High availability uptime Percentage availability guaranteed, excluding scheduled maintenance.		No information available
Portfolio size limit Maximum number of derivative trades per portfolio supported.		No information available
Batch processing throughput Volume of trades processed per minute/hour for batch operations.		No information available
Latency of critical operations Average time taken for key operations (e.g., trade booking, valuation).		No information available
Elastic scaling support Automatically adjusts resources based on workload.		No information available
Global multi-region deployment Supports clients/teams in multiple geographic regions with local data.		No information available
Historical data archiving performance Time to archive/retrieve data for large portfolios.		No information available
System resource monitoring dashboard Real-time visualization of system load and resource consumption.		No information available
Zero-downtime upgrades Support for system updates without service interruption.		No information available

Immutable audit logs Unalterable logs of all actions for compliance and investigations.		No information available
Change tracking Version history and tracking for trade and configuration changes.		No information available
Calculation traceability Drill-down features to show data and logic behind each calculation.		No information available
Printable audit reports Generate reports suitable for auditors and compliance teams.		No information available
SOX-compliance support Features specifically supporting Sarbanes-Oxley audit controls.		No information available
Role-based audit access Restricts audit data only to authorized personnel.		No information available
Audit data retention period Length of time audit data is retained.		No information available
External auditor access portal Provides secure, read-only access portals for external auditors.		No information available
Event notification logs Records all critical alerts and system events.		No information available

24/7 helpdesk support Round-the-clock support for system users via multiple channels.		No information available
Dedicated account manager Named resource for ongoing client relationship and escalation.		No information available
Implementation project management Vendor provides structured project management for implementation.		No information available
User training programs Formal onboarding and upskilling resources (live/web/self-paced).		No information available
Knowledge base access Self-service online documentation, FAQs, and troubleshooting guides.		No information available
Service level agreement (SLA) Commitment on response, uptime, and resolution times.		No information available
Annual health checks Periodic best practice reviews and optimization sessions.		No information available
User community/forum Facilitates peer learning and experience sharing.		No information available
Custom development/support Vendor offers bespoke customization and bespoke feature support.		No information available

RiskFrontier from Moody's Analytics

Product analysis by function

Derivative Management Solutions for Risk Management

Trade Capture and Management (0 Yes /0 Known /12 Possible features)

Valuation and Pricing (0 Yes /0 Known /11 Possible features)

Risk Analytics & Reporting (0 Yes /0 Known /11 Possible features)

Collateral and Margin Management (0 Yes /0 Known /10 Possible features)

Accounting and Compliance (0 Yes /0 Known /10 Possible features)

Integration and Interoperability (0 Yes /0 Known /10 Possible features)

Workflow Automation and User Experience (0 Yes /0 Known /10 Possible features)

Security and Data Protection (0 Yes /0 Known /10 Possible features)

Performance and Scalability (0 Yes /0 Known /10 Possible features)

Auditability and Transparency (0 Yes /0 Known /9 Possible features)

Support and Vendor Services (0 Yes /0 Known /9 Possible features)