Risk & Regulatory
The essential foundation for risk management and regulatory compliance is transparent and centralised access to high quality data and analytics. This requirement is only going to become more demanding as both trading (algorithmic trading/credit derivatives/structured products) and regulation (MiFID/RegNMS/UCITS III) drive increased data volumes and complexity. TimeScape has been designed to cope with these changes, combining high performance database technology for real-time and historic analysis, a future-proof data model for dealing with the most complex of asset-classes, powerful data validation framework and the ease of use risk managers require.
White Papers:
- For an introduction to the data management problems of data cleansing, validation and transparency encountered within risk, see a A Platform for Effective Risk Management.
- To see how the TimeScape QL+ query language is bringing risk managers, data and decision making closer together take a look at TimeScape QL+.
- Having problems with spreadsheet calculations managing large amounts of market data? - then try the “spreadsheet meets database” technology of SpreadSheet Inside for increased centralisation, data transparency and reduced operational risk.
- Getting overloaded with the volume of intraday data you need to analyse, validate and manage? – have a look at how easy TimeScape makes this with High Frequency Data Analysis.
Technology Highlights:
- For a technology overview, check out our Products section.
- Capture codification, static, semi-static and historic financial data using TimeScape Bulk Data Capture and our TimeScape Import/Export functionality.
- Real-time subscriptions and high volume tick-data capture can be managed through TimeScape Event Services and TimeScape Tick Capture Services.
- Integrate “live” connectivity to your position keeping and other risk systems through the integration capabilities of TimeScape Connectivity Services.
- Automate the validation and cleansing of your data using TimeScape Data Validation.
- Increase data transparency and get inside the detail of the data and analytics behind your headline VAR numbers with the Data View in the TimeScape Workbench.
- See how 3rd party and internal pricing models can be integrated into TimeScape Pricing Services to generate derived data such as historic implied volatilities using Pricing Tasks.
- TimeScape Analytics Services enables the easy integration of your own proprietary statistical functions and their deployment throughout the enterprise.
- If Excel is important to you, see how TimeScape for Office can extend your Excel data analysis capabilities whilst maintaining data centralisation and transparency.
- See how you can move beyond Excel with powerful yet consistent programming APIs.
- Deploy to consumers of your risk management calculations and data using TimeScape Internet.
Case Studies:
- Dresdner Kleinwort Wasserstein - risk control - use Xenomorph systems to manage complex databases and develop applications.
- Rabobank International - risk management - use Xenomorph systems for historical data collection and validation analysis.
Press Releases:
- Xenomorph upgrades TimeScape to match trader and risk performance needs
Xenomorph, London, 31 May 2007 - JWG-IT to bridge the gap between MiFID
change requirements and technology solutions
JWG-IT, London, 23 April 2007 - ‘Financial DVT’ blocking trade arteries,
warns Xenomorph
Xenomorph, London, 27 March 2007 - NumeriX and Xenomorph Reduce Time-to-Market
for Complex Derivatives
Xenomorph, London, 19 March 2007 - Microsoft select Xenomorph for MiFID
Xenomorph, London, January 2007 - Volatility surfaces through TimeScape
Xenomorph, London, June 2006 - Terabytes land on Xenomorph!
Xenomorph, London, June 2006 - Taming the spreadsheet monster - Spread-Sheet
Inside™ from Xenomorph
Xenomorph, London, June 2006
See also the Features and Coverage In The Press.


