19:03 Wed 20 Nov 2019
KRM22 PLC - KRM22 announces Market Risk solution for the GRP
("KRM22", the "Group" or the "Company")
KRM22 announces Market Risk solution for the Global Risk Platform
The Global Risk Platform creates significant cost savings for customers and now has a unique "end to end" market risk offering that is changing the way industry participants think about evaluating market risk and satisfying regulatory requirements. KRM22's Market Risk solution allows Futures Clearing Merchants (FCM), Asset Managers, Broker Dealers and Hedge Funds to significantly enhance pre-trade, at-trade and post-trade risk management.
By leveraging KRM22's "Global / Local" deployment architecture, market risk managers can calculate real-time pre-trade and at trade analytics by account and portfolio showing margin sensitivities, "Greek calculations", NetLiq values and P&L performance with low latency and high performance. Sophisticated post-trade stressing for volatility and pricing are available on equities, futures, options and FX. Firm-wide, portfolio and account-based value at risk (VaR) measurements on historic, parametric and/or modeled basis across all asset classes are now available end of day and intra-day through the Global Risk Platform.
While these risk tools provide analytics to help portfolio management and modify trading behavior, KRM22's Market Risk solution includes a centralized order limit management system that provides simultaneous control, approval and audit of limits in multiple independent trading applications.
"The technical upgrade to our systems is significant; all our Market Risk products can now be accessed through the single, dual-authenticated Global Risk Platform that is hosted globally by our partner at
For further information please contact:
Keith Todd CBE, Executive Chairman and CEO
Kim Suter, CFO
finnCap Ltd (Nominated Adviser and Sole Broker) +44 (0)20 7220 0500
Carl Holmes / Kate Bannatyne / Matthew Radley
About
KRM22 is a closed-ended investment company which listed on AIM on
Through its investments and the Global Risk Platform, KRM22 helps capital market companies reduce the cost and complexity of risk management. The Global Risk Platform provides applications to help address firms' regulatory, market, technology and operations risk challenges and to manage their entire enterprise risk profile.
Capital markets companies' partner with KRM22 to optimize risk management systems and processes, improving profitability and expanding opportunities to increase portfolio returns by leveraging risk as alpha.
See more about KRM22 at KRM22.com.
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