CompatibL Risk Cloud

The CompatibL Risk Cloud is a risk management software designed for financial institutions worldwide. According to the vendor, this cloud-based solution offers comprehensive functionality for strategy, asset, and risk management. It is aimed at risk managers, quantitative analysts, traders, portfolio managers, and other professionals in the financial industry. The CompatibL Risk Cloud claims to provide a range of features and tools to effectively manage and analyze risk in organizations, including:

Cloud Hub: According to the vendor, users can utilize cloud or on-premises grid computing to run user-defined calculations on the cluster.

Comprehensive Reporting: The vendor states that users can store and customize reporting capabilities based on HTML5 front-end technology.

BI Tools: Users can create interactive reports quickly and easily, drawing from multiple data sources, as claimed by the vendor.

Open Risk Architecture: The vendor claims that users can use CompatibL’s valuation and risk models or integrate their own quant library with user-friendly APIs in C++, C#, Java, and Python.

Comprehensive credit risk functionality: The CompatibL Risk Cloud provides desk, regulatory, and fair value reporting, according to the vendor.

PFE and exposure quantiles: According to the vendor, users can calculate PFE and exposure quantiles across time horizons under real-world measure using traditional or joint (Hull Sokol White) calibration.

Advanced market risk: The vendor claims that the software includes advanced market risk features such as instantaneous shocks, parallel/non-parallel shocks and twists, relative and absolute, bucketed/term structure scenarios, duration, and convexity.

Historical and parametric VaR: The vendor states that users can calculate value at risk (VaR) using both historical and parametric methodologies.

First/second-order greeks and cross gammas: According to the vendor, users can measure delta, gamma, vega, skew, and epsilon for all trade and portfolio level measures.