Simple, Easy & Reliable method for managing risk models:

• Precision & Control for Sophisticated Risk Modeling

  • Fine grained filtering for assigning risk models to position groups
  • Ability to create over-rides for any market data based on user defined rules
  • Create calculated fields using expressions to modify source fields
  • Create global custom buckets across all mapping rules, with ability to over-ride any custom bucket for any rule
  • Apply post-processing to RML files to handle sinking schedules, prepayment model vectors, cashflows, etc.

• Working with model schemas is simple and easy

  • Complete schema for every RiskMetrics model preloaded
  • All required fields highlighted
  • Intuitive Colors and Icons definitions for identifying all mapped items
  • Scroll over definitions included for each field
  • Auto-detect model schema changes that apply to mapping rules
  • Link to research technical notes for each model

• Save time and reduce errors at the source

  • Simple drag & drop source field names into schema or choose from the drop down list of all source fields, calculated fields, LookUps, use a constant, or form an expression
  • Apply changes to Calculated Fields and Global Custom Buckets across all rules at once
  • Map file is automatically translated into a properly formed RML output file
  • Mapping rules can be copied, exported or imported
  • Built-in validation tools test for all required fields
  • Complete mapping rule documentation is automatically generated
  • RML file automatically uploaded to RiskManager