Xenomorph News: Xenomorph adds risk factor management module to TimeScape
April 2, 2013
News in Brief
Xenomorph adds risk factor management module to TimeScape
We have added a new Risk Factor Management module to TimeScape to provide risk managers with clearer oversight of the underlying risk factors driving their risk models. In response to demand for consistent, quality and auditable risk modelling and reporting, the module allows easy definition of individual risk factors from formulas combining raw market data series, assignment of risk factor to groups, viewing of a factor’s participation in collections and categorization of factors by dimensions such as industry, currency, rating, region or tenor. Risk factors can then be passed through automated validation processes and data exceptions investigated and corrected, before feeding downstream risk management and modelling systems.
Have your say
Make your opinion count by participating in the Inside Market Data and Inside Reference Data Awards 2013. With awards spanning 24 categories, voting is open to market and reference data users only. The aim is to make these awards a true reflection of the marketplace, so make your opinion count and participate in the short survey now. Xenomorph has been shortlisted in the best enterprise data management vendor category and would appreciate your support. Voting closes 6pm EST on April 5th.
In the Spotlight: new client announcements
We are delighted that Mediobanca, the leading investment bank in Italy, has selected TimeScape to improve its data quality and data validation process, thereby further enhancing Mediobanca’s risk management processes.
Xenomorph in the News
Mediobanca Chooses Xenomorph for Data Validation, Inside Reference Data, 25th March 2013
This article explores how TimeScape will help the Italian bank save time and effort by bringing together data validation tasks in a single automated process for the front, middle and back office.
Xenomorph Unveils Risk Factors Module for TimeScape, Inside Market Data, 4th March 2013
Vicki Chan at IMD interviewed Xenomorph CEO Brian Sentance to discuss the benefits to users and the organisation as a whole of Xenomorph’s new Risk Factor Management module for TimeScape. The module enables risk managers at asset management firms to manage risk factors affecting their portfolios centrally, including the underlying data inputs of those risk factors that feed their risk models.
Control Your Data, Control Your Risk, Wall Street Letter, 11th February 2013
In this article for the Wall Street Letter Brian Sentance explores the importance of applying sound data management principles to the data feeding risk systems in order to ensure transparency, compliance and better risk controls and demonstrates how it is possible to have stringent control over the data yet maintain the agility required by the business.
Data Management for Risk at Mediobanca ( 25/03/13)
Regulating the same (20/03/13)
Asset Management CRO Views on Risk (14/03/13)
Big Data – What is its Value to Risk Management? (14/02/13)
Analytics Strategy from Numerix (14/02/13)