Portfolio Management

RISQUE gives you the unique opportunity to visualise your positions from every possible angle using a single global database.

Whether your business is Arbitrage (Cash, Baskets, CBs…), Market Making (Listed Options, OTC, Warrants…), Exotic and Structured products, RISQUE gives you a clear real-time picture of your positions.

Price your instrument with a wide range of powerful models or create and implement new models ready for trading in a matter of days using Sophis Toolkit.

Taking into account your own set of static data such as yield curves, volatility surfaces, repo margins, dividends, correlations and market data, RISQUE Front Office inherent granularity enables you to monitor your positions on any level including total portfolio, sub-portfolio, business sector or group of underlyings, consolidate the risks and calculate the P&L in real-time. Check your portfolio limits.

RISQUE also includes automatic insertion of orders in the portfolio, real-time electronic trade capture and easy manual trade insertion by "drag & drop" of financial instruments.

RISQUE handles a diary of a full range of corporate actions such as dividend issues, stock splits and mergers and the events' impact on listed options. The generated transactions take into account these corporate actions automatically. You are informed about future events such as coupon payments and expiration dates. The Middle Office also features various end-of-day reports and manages your cash balance.