CTRM Cloud intraday risk capabilities include multi-dimensional stress testing.
Updated: Apr 13
Market volatility continues and will more than likely continue for the foreseeable future.
Our clients stay on top of these changes using CTRM Cloud’s unique intraday risk capabilities such as multi-dimensional stress testing.
CTRM Cloud has been built for easy and quick implementation and integration.
All exchange trades automatically flow into the system in real time. OTC trades can be easily uploaded using spreadsheets as well as using our APIs.
For real-time/intraday market data, we have built-in connectivity to multiple market data vendors as well as spreadsheet upload and API integration.
And finally, we have the highly experienced CTRM Cloud team to set up everything for you, so you can start seeing your risk in real time as opposed to the day after.
With CTRM Cloud, not only can you see your positions, mark-to-market, PnL in real-time, you can also see your forward-looking risk in real-time by running any number of user defined stress scenarios.
Where is my mark-to-market or PnL or delta-equivalent positions now and what will happen to them if prices went down by 10% and volatilities went up by 10%.
CTRMCloud allows you to define your stress scenarios, whether they are to specific risk factors or combinations of them; and run these scenarios in real-time.
Commodity prices, volatilities, correlations, FX rates, interest rates, and any combination of these: e.g. commodity prices versus volatilities or commodity prices vs FX rates or oil prices versus natural gas prices, etc.