Cube Risk

Cube Risk, offered by Cube Finance SA, is a second-level risk management system designed to monitor and manage risk issues related to transactions in listed derivative instruments of private or institutional customers. According to the vendor, Cube Risk is aimed at brokers and investment banks, providing real-time position updates, margin calculations, and risk analysis. It is intended to be a valuable tool for risk managers, compliance officers, and financial institutions seeking efficient risk management solutions.

Key Features

Real-time Risk Monitoring: According to the vendor, Cube Risk offers continuous intraday monitoring of customers' risk positions in listed derivative instruments. It provides real-time updates on positions, quantities, profit and loss, and exposure to effectively manage risk.

Margin Calculation: The vendor states that Cube Risk calculates end-of-day (EOD) and real-time margins for listed derivative instruments. It ensures accurate margin calculations based on the native models of global markets.

Risk Indicators: Cube Risk includes proprietary risk indicators to minimize the bank-side risk of loss. According to the vendor, these indicators provide quantitative and qualitative analysis of individual positions at risk.

Sensitivity Analysis: Cube Risk allows for sensitivity analysis to assess the impact of various factors on risk positions. According to the vendor, it helps identify potential risks and evaluate the sensitivity of positions to changes in market conditions.

Profile Graphs: Cube Risk generates profile graphs to visualize risk exposures and identify potential vulnerabilities. These graphs provide a clear overview of risk profiles and facilitate risk management decision-making, according to the vendor.

Scenario Calculation: According to the vendor, Cube Risk enables scenario calculation of margins and Greeks to assess the impact of different market scenarios. It helps evaluate the potential risk and exposure under various market conditions.

Simulations: Cube Risk supports simulations to test different risk scenarios and evaluate their impact on portfolios. According to the vendor, it allows users to simulate trades, positions, and market movements to assess potential outcomes.

Compliance Monitoring: Cube Risk includes compliance monitoring features to ensure adherence to regulatory requirements. According to the vendor, it helps monitor compliance with risk limits, regulatory guidelines, and internal policies.

Reporting: Cube Risk provides comprehensive reporting capabilities to generate risk reports and analytics. According to the vendor, it offers customizable reports and dashboards to meet the specific reporting needs of users.

Integration: Cube Risk can be seamlessly integrated with other systems and workflows to streamline risk management processes. According to the vendor, it supports integration with trading platforms, data providers, and other financial software.