| Derivatives | Equities | Foreign Exchange and Trading | Risk Management | Sales and Trading

InfoSpan's solution set provides an optimal framework for integrated risk management accross trading and back-office systems, to efficiently source data into a central position data warehouse, accurately measure cross-product exposures, and effectively implement risk management processes. Our expertise in integrating risk management systems and processes seamlessly with proprietary analytics and valuation models provides an effective platform for rapid execution and implementation.

Our expertise spans accross calculating product-specific and cross-product VaR over a range of financial products in fixed income, equities, hybrids and derivatives. Our flexible framework is capable of handling multiple source of exposures - market risk, credit risk, liqudity risk, event risk and any other client-specifics dimensions.

InfoSpan's solution set provides an optimal framework for integrated risk management accross trading and back-office systems, to efficiently source data into a central position data warehouse, accurately measure cross-product exposures, and effectively implement risk management processes. Our expertise in integrating risk management systems and processes seamlessly with proprietary analytics and valuation models provides an effective platform for rapid execution and implementation.

Our expertise spans accross calculating product-specific and cross-product VaR over a range of financial products in fixed income, equities, hybrids and derivatives. Our flexible framework is capable of handling multiple source of exposures - market risk, credit risk, liqudity risk, event risk and any other client-specifics dimensions.

• Market Risk - The sensitivity of the market value of positions/portfolios to changes in interest rates, foreign exchange rates, equity prices, commodity prices, etc. represented as Greeks.
• Credit Risk - The exposures to loss relating to changes in credit worthiness of counterparties due to changes in credit ratings or defaults.
• Liquidity Risk - The exposure that certain positions are not easily unwound or ofset at the prices quoted in the market due to lack of market depth or market disruption.
• Event Risk - The sensitivity of the market value of portfolios to exogenous geo-political, economic and market events.
• Integrated Risk Management - The monitoring of credit, market and liquidity risk simultaneously.
• Data Sourcing/Management - Design and dvelopment of a consolidated repository of trade positions/portfolio positions comprised of data from different trading systems, spreadsheets, etc.
• Value-at-Risk - VaR calculations to estimate the loss in the market value of positions or portfolios expected over a given holding period for a given confidence interval. Our framework for Var calculations incorporates historical volatility and correlations between different risk factors as the basis for estimating the overall variation in the values of different securities.
• Operational Risk - The exposure that arises from errors caused by people, processes, systems or external events.