RISK & PERFORMANCE

JUMP RISK & PERFORMANCE is a complete solution providing real-time risk and performance management.

JUMP RISK & PERFORMANCE makes it possible to perform multi-asset and multi-level risk analysis, performance attribution & contribution and stress tests.

JUMP RISK & PERFORMANCE can be combined with other features from our software suite to:

  • Manage and analyse your portfolios / mandates, Funds and Funds of Funds.
  • Provide pre and post-trade monitoring of regulatory ratios, prospectus commitments, business rules, clients constraints and rules of good internal practices.
  • Automate the generation of dashboards and customised reports.

 

Key features of JUMP RISK & PERFORMANCE

Integrated calculation engine

  • Efficient: real-time calculations even for complex analysis
  • Advanced: 5 types of VaR, global risk, etc.
  • Complete: important standard ratios' library
  • Adjustable: easy creation of new indicators and ratios

Risk and Performance

  • Calculation of risk ratios
  • Custom benchmarks
  • Monitoring of risks evolution
  • Performance attribution and contribution
  • Monitoring dashboards

Ratios

  • Custom ratios
  • Regulatory ratios libraries
  • Intuitive rules engine
  • Integrated mathematical and financial libraries
  • Ratio creation wizard

Advanced Features

  • Stress-test and what-if analysis
  • Advanced scenarios libraries
  • Multilinear and performance style analysis