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| Risk Cube - Credit Risk |
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The first real-time multi-dimensional risk cube for the energy market. The risk cube offers advanced integration with ETRM systems to supply counterparty centric reporting and exposure management. Risk Cube gives credit risk professionals a fast, effective risk management analysis and reporting tool. The cube has been designed from the ground up to provide real-time analysis to show the immediate impact of new trades, potential trades, collateral and limit breaches.
It aggregates MTM (Mark to Market), Settlement and stressed exposure and presents them in graphical form. Risk Cube is a real time exposure calculation tool that supports both financial and physical trades (oil, gas, power, electricity or any underlying commodities). Risk cube has flexibility to integrate trades from multiple sources – Pomax, Endur, Triplepoint, Allegro, TradeCapture, Zainet, SAP or even risk management system like energycredit or Rome. This tool is available as plug in for Excel or via a web - based cube navigator.
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| Risk Cube - Market Risk |
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The multi-dimensional risk cube is extended to manage market risk for the energy market. The risk cube provides a VaR aggregation engine for Monte Carlo simulations. The near real time tool allows position tracking of buy/sell deals across all commodities. The cube also displays P & L evaluation of realized income/payments for given periods. The P & L can be translated into any reporting currency.
Risk Cube aggregates the trade data along with simulated price curves to generate VaR based on confidence level and probability distributions. The high performance product has the capability to handle millions of data points and offers slice and dice capability through easy-to-use Excel and the risk cube navigator. The product captures trades and forward price curves data through standard interfaces from any platform. The scalable solution brings immediate business benefits to any operation, large or small. |
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| Risk Cube - Reporting |
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The Risk Cube - Reporting is an interactive web based module for credit risk professional to manage their reporting needs. It is an integrated part of the RIsk Cube business intelligence and Silverlight data reference framework. The reports are designed using Microsoft Report Builder with the included business intelligence projects. Risk Cube reports are structured as items in folder structure in browser and action items in Credit and Market Risk Cube, which allows very easy access and execution by the users.
The Risk Cube reports can be generated in variety of formats - including Excel, PDF, CSV, XML, TIFF (and other image formats) and HTML web archive. The interactive reports allows user to sort, filter, aggregate and summarize data in tabular, chart and matrix form. The reports can further be drill down to navigate the data in details. The URL based feature allows reports to be hosted and access from any other application. Risk Cube brings the reporting and analysis power of a flexible multi-dimensional cube, enhancing and extending investment in existing products in the system landscape. |
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| RiskCube Reference Data Manager |
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CubeLogic announces the addition of the Risk Cube Reference Data Manager to its family of market, credit and trading RiskCubes. The Reference Data Manager allows business users to enter and maintain all of their pertinent reference data within The RiskCube, in-house or 3rd party solutions. A wide community of users such as audit, back-office, IT Support, Collateral Management and Data administrators can have access to different static data forms based on user roles and permissions.
The Reference Data Manager covers users accounts permissions and restrictions, credit risk, market risk and trading reference data coupled with defined interface definitions for the import, export and dissemination of vital reference data.
All of the forms are designed as web parts within The Risk Cube Silverlight Portal and can be accessed through other applications via a simple URL or via Microsoft’s Sharepoint Portal. With Microsoft’s advanced Entity Framework architecture and Silverlight technology, The Risk Cube Reference Data Manager brings high quality performance and a rich, appealing user experience for static data management. |
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