Global holding company Risk101 PTY LTD offers three risk management software products, Risk101, Assidium and Ozone3. The company was founded by CEO Jonathan Ellenberger while he headed up a derivative trading desk at the JSE in the 1980's.
All three systems reflect a focus on first-principle risk valuations, particularly in the fixed interest and derivatives arena. They provide functionally rich alternatives that give asset consultants, investors and compliance regulators peace of mind with regard to operational rigor, transparency and efficiency.
Risk101 and Assidium features include:
A portfolio management system offering an ‘end to end’ operating platform with interactive risk querying capabilities.
Portfolio Management • Back office administration and reconciliation handles multi-primes with ease
Risk • Real-time P&L and risk analytics (supporting live price feeds from Bloomberg and IRESS) • Exposures and stress-testing • Liquidity
• Value at risk • Greeks and 3D risk analysis
• Turnover • Volatility, standard deviation and tracking error
Compliance • Multiple mandates created and applied across different portfolios and at group level • Post-trade compliance breaches pushed to your mobile device
An open product • Manually capture investments and trades at the trading desk or
• Import trades or balances directly from Bloomberg or your Prime Broker portal
• Pass data in both Excel and csv format, and print direct to pdf.
Flexible • Model and group your assets exactly as you require for personalised risk reports • Multiple industry hierarchies: GICS / FTSE / user defined
• A four-tiered portfolio hierarchy: Aggregate up or drill-down to sub account level
Multi-asset class • Includes all derivatives, both OTC and exchange-traded
• User-defined zero-coupon funding curves for derivative valuations
• Create your own 3-dimensional volatility surfaces for derivatives
Services Provided
Work Focus