Risk as a Service offers the intelligence of J.P. Morgan’s FX trading franchise, a market-leading FX cash and options liquidity provider, in risk management for a wide spectrum of vanilla and exotic instruments across developed and emerging market currencies.
Leverage a broad spectrum of scenario-driven analytics for your
cash and derivatives portfolios to help you monitor how risk
profile and valuations evolve over spot, volatility and time ranges.
Track upcoming trade activity and preview trade lifecycle events
across your portfolios. Leverage Risk as a Service to monitor cash
flows for cash books, and monitor strike topographies, barrier
delta gaps, and pin risks for FX options portfolios.
Intraday, End of Day, and Historical P&L Explain analytics
provide you the ability to break down decay measures,
disassemble the contribution of volatility surface movements,
and identify sensitivities to mixing weights in exotic books,
empowering you to identify and resolve inefficiencies and
enhance performance.
Risk as a Service for Rates & Credit offers you the cumulative benefits of J.P. Morgan’s extensive investment in Fixed Income quantitative modelling and risk management technology. Leverage sophisticated real-time risk/P&L analytics and derived market data across cash and derivatives, as used by our own market-leading Fixed Income traders, so you can trade with confidence in your precise risk exposures and P&L drivers.
Detailed risk-based P&L Explain, providing breakdown of attribution factors for each instrument type across linear (IR01, XCCY & Tenor Basis, Carry etc.) and non-linear (Rates Gamma & Vega, etc.) risk attributes.
Transcript
Logo: J.P. Morgan.
Text on screen:
J.P. Morgan - Risk as Service.
The power of J.P. Morgan's market-leading quantitative analytics and real-time risk-management technology, delivered
seamlessly to your desktop.
A computer screen displays a dashboard showing data regarding:
- Profit and Loss Activity;
- Headline Risk;
- Risk Detail;
- (and) more.
Leverage J.P. Morgan's intraday and end of day pricing marks, proprietary discount curves and volatility surface
construction algorithms.
The computer displays a screen, reading "Headline Risk" - with detailed data in columns marked:
- Linear;
- Analytics;
- (and) Non-Linear.
On the screen, a tile labeled "Risk Detail" shows a chart labeled "IR01 & IR Gamma."
And access the same multi-asset risk and Profit and Loss analytics used by our own traders and risk officers.
The computer screen displays detailed financial information. A tile labeled "Headline Risk" shows tabs marked:
- Delta/Gamma;
- Vega;
- PnL;
- (and) Rho.
A tile labeled "Risk Detail" shows tabs marked:
- All Greeks;
- Spot;
- Volatility;
- Volatility Surface;
- Time;
- (and) Exotics.
Monitor your risk profile and Profit & Loss drivers in real-time using sophisticated quantitative analysis.
The screen displays a line graph labeled "Profit & Loss Details." The graph shows:
- Total PnL This Period;
- (and) Spot PnL This Period.
Access analytics through a comprehensive web interface or programmatically via well-defined RESTful APIs.
The computer screen displays detailed financial data, in columns marked:
- pair;
- bump;
- spot;
- scaled Delta;
- scaled Gamma;
- and theta.
The screen displays detailed information in response to the typed query: "How does theta evolve over time under
different EUR slash JPY spot rate scenarios?"
Fully hosted and delivered "as a service," providing a cost-effective alternative to in-house or third-party technology
installations. Our dedicated global support team provides white-glove client service from onboarding through to
"day-to-day" use.
Now, a short montage shows a support team specialist reviewing data on multiple computer monitors, as she speaks on the
telephone with a client. In a large J.P. Morgan building, office lights remain on, as night falls.
J.P. Morgan - Risk as Service. Trade, invest, and manage risk - with confidence. Learn more:
www.jpmorgan.com/riskasaservice.
Logo: J.P. Morgan.
