RiskMetrics links fixed-income trading system to its risk management system
RiskMetrics Group, the New York-based risk analytics and technology firm, is integrating a pricing and portfolio analytics system into RiskManager, its flagship web-based application for the measurement and analysis of market-based value-at-risk.
Before a trader executes a trade, they can price it through Telemark then run it through RiskManager to see how it correlates with their portfolio, said Stephen Harvey, global head of sales and marketing at RiskMetrics.
The product will be marketed to banks, hedge funds, corporations, broker/dealers and mutual funds worldwide. Ohio-based Huntington Bank has already purchased the new product. It currently uses the Theoretics system in its trading and portfolio management areas for all fixed-income and derivatives pricing and portfolio analysis. The RiskMetrics system, when linked to Theoretics, will handle the additional credit and market risk analytics of Huntington's portfolio.
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