Detailed portfolio analysis

dxRisks provides real-time view of the user’s positions and enables to aggregate positions across multiple accounts, filter them, monitor beta-weighted deltas and on-line margin requirements. Any position or an entire portfolio across multiple accounts can be analyzed in graphical and grid forms under different market conditions.

Comprehensive tools for risk-managers

dxRisk-Management software system ensures successful financial trading and brokerage by providing customizable environment, on-the-fly profit and loss monitoring, configurable algorithms of margin calculations, multiple pricing models, precise calculations of risk exposure, and other helpful tools implemented on the most advanced and reliable technology.

Effortless aggregation and analysis of data from different sources

Flexible integration capabilities let the risk-management system receive financial market data and transaction flow from different sources including popular vendors, exchange gateways, and Devexperts’ servers. Risk managers can easily view and analyze the risk factors across multiple sources in a single interface.

Automatic order verification

The risk-management software solution can automatically spot, analyze and close risky positions in the user’s accounts prior to their execution. This approach helps to improve the total time of order execution and considerably reduces risks on a company level. A risk manager needs only to customize risk parameters regarding the type and size of orders, selected risk model and current market conditions.

Real-time and configurable risk notification system

All analytical values are updated in real time with respect to the changes in the portfolios. Risk managers can monitor live buying power and margin, including strategy-based and risk-based calculations and configure different alerts, like margin call notifications, by specifying threshold value.

General Tools

•    Multiple derivatives pricing models: all input parameters can be customized and modified if needed; 
•    Build-in margin algorithms in line with the standards of Russian, European and the USA’s exchanges;
•    On-the-fly calculation of profit/loss, margin amount, Greeks based on time and risk parameters;
•    Beta weighting and correlation analysis;
•    Breakup of options portfolio into various strategies
•    Customizable risk alerts based on multiple parameters.

Client-side Tools

•    Real-time calculation of both intraday and overnight margin;
•    Monitoring and valuation of live buying power for different instruments on per-account basis;
•    The exposure of different risk factors to portfolio market value is displayed in graphical form;
•    Any position or an entire portfolio can be analyzed across multiple accounts;
•    Transaction simulation for “what if” analysis.

Broker’s Tools

•    Real-time monitoring of client orders, including working orders and mutual hedging of derivative positions in one account;
•    Margin rules can be customized for each group, client and instrument according to multiple parameters;
•    Detailed risk analysis on a company level, as well as on different levels of the customer base, including per-client or per-group analysis;
•    Instant viewing of all risky positions/portfolios according to multiple scenarios of market changes;
•    Real-time monitoring of the most risky client positions subject to closing;
•    Multiple scenarios can be chosen for liquidation of client portfolios.

Technical Features

•    Build-in quote processing technology for direct access to global market data;
•    Supports integration with any kind of front-office applications;
•    Direct integration with exchanges.