RS Risk Cube leverages powerful In-memory database aggregation techniques to produce extremely fast and reliable, on-the-fly computations. Our solution is seamlessly integrated with RiskManager; eliminating the majority of the time consuming, error-prone, manual steps typically encountered when analyzing risk data.

Robust underlying data structure supports a wide range of use cases

• Integrate many data sources including risk stats, simulated return vectors, PnL (actual returns), risk settings, and log files
• Flexible data storage optimized for risk data queries across multiple dimensions
• All RiskManager formats supported (csv, rml, RM4, Web Services, Managed Services)
• Compatible with most user preferred reporting and business intelligence platforms (Excel, Power BI, R-Shiny, Tableau)

In memory database tools enable on-the-fly data analysis

• Flexible re-aggregation on all hierarchies
• Analyze what-if trades
• Analyze re-allocations
• Analyze simulated returns vs factor returns
• Portfolio construction support
• Drag and drop report building
• Integration of risk and return views
• Historical trends of any risk dimension in absolute and relative terms
• Risk Monitor – limits, alerts and other tests that can be configured

Typical engagement involves license of the underlying RS Risk Cube together with a consulting engagement to configure user interfaces and automate workflows.