Risk Management Solutions for Market Risk, Credit Risk, Stress Testing, CECL and ALLL

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Native support of stress testing scenarios Slice and Dice dashboards Analytics for Trading, Credit Risk and Balance Sheet projections

About Autera

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.

Stress Testing

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.

Market Risk

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.

Credit Risk

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.

Stress Testing Features

Risk Advisor

Machine Learning based heuristic checks find spikes in risk and projections significantly lowering the overhead of manual analysis
Scenario Management

Convert Global Market Shock and Macroeconomic scenarios directly from reg. spreadsheets for CCAR/DFAST, PRA and EBA
Risk Advisor
image of the iPhone app
Interactive Dashboards
image of the iPhone app
Reporting Analytics

Interactive dashboards with drilldown controls and various visualizations (charts, grids, gauges, etc.)
Regulatory Reporting

Automated template population for CCAR/DFAST FR Y-14A/Q using fed technical instructions and fed edit checks.

Stress Testing Features

Scenario Projection and Expansion

Expand economic variables to granular risk factors and project economic variables based on simulated stress conditions.
Balance Sheet Modeling

Calibrate correlation of balance sheet items linked to driving economic scenario variables to project Balance Sheet, Income Statement and PPNR for CCAR/DFAST
Scenario Projection and Expansion
Balance Sheet Modeling
Workflow
Governance
Workflow

Integrate, transform and manage data with plug-and-play components and low/no-code workflow configuration
Data Governance

Integrate manual governance approval with the systematic workflow execution for complete audit trail.

Stress Testing Demo

Watch a quick software demo to see the Autera Stress Testing Platform in action.

White Paper

Download our Stress Testing White Paper for more information

Download White Paper

Market 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.

Powerful Analytics

VaR support for Monte Carlo, Historical and Parametric VaR with full revaluation.

Integrated Backtesting

Backtest VaR models to ensure reasonable and reliable results.

Calibrated Model Parameters

Calibrate model input parameters based on Market Data statistical sets.

P&L Attribution

Full breakdown of P&L movements to identify drivers of risk and performance in your portfolio

Clean P&L

Day over day calculation of clean or No-Action P&L

Greeks

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.

Market Data

Supports connectivity real-time connectivity to Reuters, Bloomberg and Markit with calibration for scrubbing time series data and identiftying gaps, splits and spikes.

Reference Data

Automated feeds for sourcing terms and conditions and other security attributes for pricing

Credit Risk

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.

  • What-if exposure calculations
    See how changes in portfolio structure, netting and composition effect your overall credit exposure
  • Flash limit check
    Check limits before booking and executing trades in realtime through our user interface or integrated limit check API
  • Manage Netting Agreements
    Manage Master Netting Agreements and configurable Counterparty Netting Agreements including various dimensions i.e. net by Product, Jurisdiction, Country of Risk etc.
  • Limit and Excess Management
    Set Limits on configurable slices of risk and set configurable limit and excess approval workflows
  • Interactive Dashboards
    View slice and dice interactive dashboards with drilldown capabilities to trade level details
  • Source and Calibrate Rating Data
    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

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