Market Risk

EEI has worked with several companies to update their Market Risk Technology for a continuing competitive advantage.  We approach this by product line which includes Reporting, Analytics, Limits, Data Quality Tools, Scenario (Feeds and Database), and Auxiliary.

Major server based applications include the Risk Server and the Feeds Server. These Server based applications are responsible for the computation of various risk measures across the Market Risk applications and the processing of the scenario and non-standard limits feeds.

The Risk Server uses multiple application interfaces (RMI, socket) to compute risk measures for firm wide or personal batches. The Risk Server is capable of processing online “value at risk” requests without updating persistent storage.