London Stock Exchange Group has made its Post Trade solutions open risk offering available through its models-as-a-service marketplace (MaaS).
Delivered through LSEG’s Analytics API, the MaaS hosted service enables firms to access post trade risk analytics through various development tools.
A press release from LSEG said the availability of Post Trade Solutions’ risk analytics through MaaS enables access to key risk calculations for banks, hedge funds, asset managers and corporate treasuries. The models cover major asset classes including interest rates, inflation, FX, equity and commodities. They also support multiple calculations such as P&L Explain, stress testing, sensitivity analysis, cashflow and stressed cashflows, Historical Value at Risk, Potential Future Exposure and Credit Valuation Adjustment.
Stuart Smith, director, Post Trade Solutions, LSEG, said “Hosted delivery, curated market data and transparent models give clients a practical way to run portfolio-level risk calculations such as Value at Risk (VaR), understand their risks with stress scenarios and run exposure analytics at scale.”:
