Autera provides solutions and services in the Capital Markets and Investment Banking space, with cutting edge technology and extensive domain expertise in Risk Management and Stress Testing. Autera's product suite covers Market Risk, Credit Risk, Stress Testing and customized bespoke solutions.
Front-to-back stress testing capabilities for executing Global Market Shock and Macroeconomic scenario projections covered in US and European regulations such as CCAR/DFAST, PRA, EBA etc. Featuring a holistic approach to stressing Trading Risk, Counterparty Credit Risk, RWA and PPNR including Balance Sheet and Income Statement projection models.
Powerful analytics for VaR, Expected Shortfall, Sensitivity Analysis and P&L Attribution. Featuring the Autera Quant Library with a wide breadth of product coverage for swaps and derivatives in the Rates, FX, Credit and Equity space.
Real-time limit monitoring with What-if credit analytics capabilities, integrated counterparty netting and master netting agreements with configurable exposure roll-up as well real-time Dashboards that alert analysts to areas of concentrated risk.
Autera's Market Risk platform provides a suite of features for analyzing risk measures in real-time. Interactive dashboards display VaR measures with detailed drilldown capabilities and the internal Autera Quant Library AQL features pricing for a wide array of derivative products as well as exotic structured products.
VaR support for Monte Carlo, Historical and Parametric VaR with full revaluation.
Backtest VaR models to ensure reasonable and reliable results.
Calibrated Model Parameters
Calibrate model input parameters based on Market Data statistical sets.
Full breakdown of P&L movements to identify drivers of risk and performance in your portfolio
Day over day calculation of clean or No-Action P&L
First and second order sensitivities calculated in real-time (Delta, Gamma, Theta, Vega etc.)
Plug-and-Play Data Feeds
Out-of-the-box support for major Market and Reference Data providers with existing plug-and-Play interfaces.
Supports connectivity real-time connectivity to Reuters, Bloomberg and Markit with calibration for scrubbing time series data and identiftying gaps, splits and spikes.
Automated feeds for sourcing terms and conditions and other security attributes for pricing
Use Autera to get an insightful edge in identifying pools of untapped profitability vs potentially high concentrations of risk. Our system effectively monitors credit exposure giving firms the ability to make the right portfolio management decisions to outperform peer organizations and maximize return on capital.
See how changes in portfolio structure, netting and composition effect your overall credit exposure
Check limits before booking and executing trades in realtime through our user interface or integrated limit check API
Manage Master Netting Agreements and configurable Counterparty Netting Agreements including various dimensions i.e. net by Product, Jurisdiction, Country of Risk etc.
Set Limits on configurable slices of risk and set configurable limit and excess approval workflows
View slice and dice interactive dashboards with drilldown capabilities to trade level details
Integrated feeds from Moody's, S&P, DBRS, Fitch and Reuters to load counterparty rating information and calibrate internal ratings with periodic credit officer review alerts