WORKFLOW USE CASE
Market Risk Reporting Automation
Automated risk reporting for your entire organization. Everysk replaces spreadsheets and manual reporting by deploying custom robots tailored to specific use cases. Utilizes: 8 digital robots.
Utilizes: 7 digital robots
Everysk not only runs multi-asset class risk calculations, but has all the tools to handle the pre and post processing institutional investors require. Clients no longer have to worry about transforming different vendors’ data formats, maintaining databases to store calculations, logging into different platforms to edit report templates or scheduling report deliveries. All of this can be done through Everysk’s no-code/low-code platform.
Everysk offers clients industry tested risk models capable of delivering the main functionality found in standard risk platforms such as configurable Value at Risk (VaR) calculations using full repricing, Monte Carlo stress testing that permeate shocks through all the risk factors of a portfolio’s covariance matrix, sensitivities to market factors and more.
With Everysk, not only do clients get access to Everysk’s calculation engines, but they also have the ability to set up all the infrastructure required to utilize these metrics through straightforward workflows. Using Everysk’s library of modular robots, Everysk provides asset managers and hedge funds with all the functionality they need to deliver risk reports without the need for multiple systems.
Comprehensive Review
Market Risk Reporting Workflow Automation
Everysk’s Market Risk Reporting Automation utilizes eight pre-built no-code, low-code robots. Users string these robots together via our drag and drop interface to ensure stakeholder are armed with actionable data when they need it most.
Positions Data Integration Robot
The Positions Data Integration Robots listen for position data from external sources via API, SFTP, Email attachment, or database. Once the portfolio data is received, the workflow is triggered and portfolio data is passed to the subsequent robots for processing.
Create Portfolios Robot
With the cleaned portfolio data, individual portfolios are created within Everysk, enhanced with additional market/reference data, and mapped to appropriate analytics engine models.
Risk Calculation Robot
Calculates Volatility, VaR, Expected Shortfall and other useful risk at the portfolio level and security contribution level. Users have the choice between parametric risk, historical and monte carlo simulations with full repricing. Lookback settings, sampling frequencies and exponential decay are all configurable in straightforward menus.
Market Sensitivity Robot
Calculate greek sensitivities, portfolio betas, tracking errors, durations, yield to maturity and more.
Stress Testing Robot
Use Monte Carlo simulations to reprice portfolios under different scenarios such as moves in interest rates or equity markets. Output the expected P&L or the worst case scenario by averaging the tail risk.
Compliance Check Robot
Everysk has flexible compliance robots that can pull in values from other robots and run custom checks based on user defined conditions. In this case, the robot confirms the portfolio risk does not exceed the optimal limit or fall below the minimum level.
Report Generator Robot
Generate a daily report to summarize all the insights that were extracted above. This robot passes the risk calculations into a report template that visualizes various risk measures in a configurable report ready to be emailed out and used by stakeholders. Display risk limits, VaR over time, exposures aggregated by industry, stress envelopes and more.
Report Distribution Robot
Automatically send reports to your email or preferred messaging app. Report links expire for enhanced security. The body of the email can call out certain metrics if limits are breached or need to be highlighted.
Key Market Risk Reporting Automation Benefits
Alleviate Back Office Burden
Consolidate multiple tools for ETL, risk analytics, data warehousing, reporting and distribution into one.
Industry Standard Risk Monitoring
Satisfy all investment risk and regulatory needs with a lighter-weight enterprise-grade system.
Actionable Insights
Quickly deploy new analytics into reports and get them in front of portfolio managers fast.
