As a consequence of new market advances and regulatory pressures, portfolio risk management has substantially differed for buy-side and sell-side market participants. Sensitivity information is essential for effective hedging and risk measurement. With risk sensitivities to the market data in conformity to hedging notion, mitigating risk exposure with analytical sensitivities presents an accurate estimate of portfolio risk and the critical information conducive to proper trading decision.

Derived from a generic architecture, CT RISK’s solution will facilitate the participants to streamline their complex deals, benefit for better calculation on performance and incorporate the deliverables into their existing systems effortlessly.