R2 Financial Technologies Announces New High Performance Portfolio Risk Analytics
Toronto, Ontario – December 21, 2011 – R2 Financial Technologies announced today a new version of the NxR2 application that takes full advantage of Microsoft’s High Performance Computing infrastructure to deliver risk intelligence right to the desktop of portfolio managers and risk managers. By deploying on Microsoft’s state of the art HPC platform, users of NxR2 can take advantage of unlimited scalability, using local grid or cloud-based computing options. This allows our clients to price very large portfolios across several scenarios efficiently, or to perform real-time risk simulations. HPC also lowers total cost of ownership and provides a lower cost entry point for smaller or newer firms. With our HPC-enabled solution, smaller players can now perform sophisticated risk analyses which until recently were only accessible to the larger investment houses. Early adopter NxR2 clients are already seeing advantages in terms of the complexity of scenarios they can run in real-time.
The new release also delivers several new capabilities to end-users:
-
OLAP reporting infrastructure engineered to perform trend analysis on risk and cash flow projections.
-
Support for exotic foreign exchange and equity derivatives including barrier, digital, range accrual, auto-call, and Asian options.
-
New conditional scenario framework enables users to link the performance of portfolios to macro economic variables (such as state of the economy, credit environment, rate environment)
About NxR2
NxR2 is a real-time pricing, portfolio construction and risk management application designed to help active trading desks, structurers and risk managers to independently price and analyze the risk in complex portfolios. www.r2-financial.com/nxr2
About R2 Financial Technologies
R2 Financial Technologies provides advanced risk and scenario-based analytics to traders, portfolio and risk managers for pricing, hedging and capital management across asset classes. Our software leads the industry, providing practical risk intelligence through expertise in multi-asset class portfolio-level analytics, complex credit and structured product risk analytics and sophisticated scenario analytics. For additional information, please visit www.r2-financial.com.
Media Contacts:
Debbie Williams
+1.508.433.0083
dwilliams@r2-financial.com
Site Search
Tags
ABS Basel 3 Basel III capital calculations CDO CMBS company growth Counterparty credit Counterparty Credit Risk credit credit crisis credit risk CVA Dan Rosen emerging techologies expected loss Financing hedge fund awards hedging idiosyncratic risk implied factor models market and credit risk market risk modelling new staff NxR2 portfolio management system awards portfolio risk pricing quantitative risk measures real time technology risk analytics risk awards risk factors risk management RiskMinds risk return measures risk technology securitization SIFMA structured finance Valuation and Structured Credit valuations webcasts wrong way risk
