Risk Management

Garbage in garbage out is the old adage. Nowhere is this more the case than in risk management. If the end product is to be reliable and timely then trade control and price control are key issues. In cKlear, we advise trading firms that the best way to reliable risk management is by architecting data solutions that solve the quality and timing issues.

Clean trades and prices - automated work flow processes

In this paper you will discover ways to architect data in such a way that real-time data cleaning can be performed.

Reference Data - getting it right - keeping it right

Getting reference data right is one thing keeping it right is another. This paper discusses the architecture issues related to publishing corrections to market reference data to the systems that need it.

Historical stress testing analysis

Increasingly risk managers need to replay trading conditions from the past to analyse the effects of different scenarios. This paper discusses the issues surrounding tagging and versioning of trade and price snapshots.

Modelling stochastic processes

Energy and commodities behave differently to straight financial products especially where physical constraints affect pricing. Providing risk managers with flexible capabilities involves a number of key software components. This paper discusses the challenge of integrating risk engines, rules engines and work flow engines.

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