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RISKSize is a service providing data and financial processing whose main function is Risk Management support . However a number of other banking functions are supported by RISKSize ranging from Asset Management to commercial networks.
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WHY
RISKSize
The quality of Risk Management system is highly dependent on the reliability of the information coming from financial markets.
RISKSize makes available Prometeia's Wealth Management e Personal Finance Division expertise and experience offering processing opportunities for a large number of risk factors and financial instruments.
RISKSize is a consolidated service provided for more than 10 years used by many banks of all sizes. By 2011 the number of banks using this service is going to be as high as 50.
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INFORMATION QUALITY
The main goal of the service is to produce high quality information output. Datawarehouse includes roughly 45.000 financial instruments like equities, funds and bonds. Abnormal, missing or insignificant data are regularly corrected both by using statistical methods and by comparison with different data providers and public sources. Methodologies used are consistent with the cutting-edge market practices and are well-filled Methodology documentation is available for download "(for more information click here )."
SERVICE
RISKSize is available on the website www.risksize.com and in case the officlal website is not available, on its back-up version www2.risksize.com.
RISKSize includes two separate levels of service:
Basic mode: provides data regarding volatility and correlations for more than 800 risk factors calculated using daily or monthly frequency;
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Exended mode: provides data relative to sensitivities for a customizable list of instruments. In particular, in the output the following information is available:
- Equities: beta and the volatility of residuals
- Funds: beta and the volatility of residuals
- Hedge funds: beta and the volatility of residuals
- Covered warrant: beta and the volatility of residuals of the underlying
- - Bonds: mapping with respect to the risk free curve and to the spread curve for corporate securities whose risk factors are available in the country of origin. More information on the composition of the spread and risk free curves could be found in the downloadable files of the section 'Documentation' (click here to download the document).
There are two ways to access the data provided by the service:
- Through web by accessing a restricted download area. The area could be accessed from the navigation menu by entering an individual username and a password provided upon the activation.
- - Through FTP with the help of a special FTP server which could be accessed by means of a specific account provided to the user on demand. This access mode is convenient to computerize the downloading of data..
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CONTENTS
RISKSize provides processing for the following risk factors categories:
- Term structure of interest rates (government rates, swap rates, money market rates) relative to the main currencies.
- Corporate spread term structure relative to the main currencies, industry sectors (financial or industrial) as well as the respective creditworthiness.
- Exchange rates in Euro relative to the main currencies
- Exchange traded equity indices relative to the main equity markets of the world
- Sector equity indices relative to the main currencies and the most important industry sectors
- Benchmark indices of mutual funds relative to the main asset classes representing the geographical area
- Hedge funds indices relative to the main strategies applied
- Commodities relative to the goods exchanged in the specialized markets (NYMEX, LME)
A complete list of risk factors is downloadable from the 'Documentation area' (click here for download) .
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RISKSize makes available and navigable (by means of a browser) volatility matrices of a subset of risk factors provided by the service representing the main financial markets of the world. One could access these data through 'Data Browsing' or by clicking here .
Finally RISKSize provides risk factor sensitivities for more than 45.000 financial instruments (equities, funds, hedge funds, bonds).
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