Benefits of our market risk software

OneSumX Market Risk provides market risk management and measurement, combining the banking and trading book with a range of risk tasks including dynamic hedging, and ALM metrics. Move away from a silo-based approach with our future-proofed solution that gives an integrated view of clean P&L calculation and risk on the balance sheet.

Access risk analytics and techniques ranging from basic market sensitivity analysis and gap analysis, through to more advanced Value at Risk (VaR) measurement approaches.

signing paper document contracts pen paper icon

Basel compliance


Market value of counterparty credit risk (CVA) supports Basel compliance.
digital search magnifier icon

Data consistency


Ensures data consistency at the most granular level with reconciliation and validation engines.
person laptop gear increase productivity support customer service expertise quality icon

Integration options


Gain a holistic view with the option to integrate market risk with other risk types, as well as finance and regulatory content (including regulatory reporting).

FRTB requirements and market risk analysis

As part of the FRTB requirements, financial institutions with trading activities will need to perform an impact analysis on implementing standardized models. And in some cases, internal models. The latest Basel guidelines will require firms to maintain compliance in a different way to its predecessor. To help comply with FRTB and underlying requirements of credit and market integration, our OneSumX suite of solutions can help.

Regulatory compliance is addressed with the help of our risk calculators that are based on the same data set:
  • Standardized, simplified approach and internal model approach
  • Both according to Basel requirements as for local regulators
  • Regulatory Reporting for nearly 50 countries as part of OneSumX Regulatory Reporting
  • Compare internal models with regulatory calculations to support Basel pillar 2 requirements

Three business people discuss graphs on screen in meeting room

OneSumX Market Risk solution features

Our solution offers advanced risk metrics capabilities and gives you an integrated view over various risks. Measure and manage market risk both on the contract level and at the portfolio level. The OneSumX solution is not limited to the trading book but is specifically designed to manage the full balance sheet. This includes the banking book and off-balance sheet items.

  • Centralized data structure

    Reliable data is achieved with a single data architecture specifically designed for financial institutions. This centralized data structure allows you to:
    • Hold all required data for integrated risk and finance: market, contract and reference data
    • Use multi-entity and multi-currency set-up
    • Gain full data level access control to segregate roles and responsibilities
    • Access adjustments with pre-filled corrections under strict control
    • Trace the process with full transparency

  • Flexible product modeling

    Enable correct product valuation, cash flow generation and forecasting by:
    • Assigning all contracts to a specific contract type, driving product modeling
    • Extensive product coverage from plain vanilla to exotic
    • Multiple valuation techniques including discounted cash flow model, capital asset pricing model, Black-Scholes (generic), Bouaziz-Briys & Crouhy, Hull-White, Ikeda & Kunitomo, Reiner & Rubinstein, Turnbull & Wakeman, Margrabe, Trinomial Trees, Libor Market Model

  • Advanced risk metrics

    The core of all risk analysis is able to compute the relevant metrics using state of the art techniques:
    • Value and exposure calculations, i.e. Fair value, NPV, nominal, observed market value, amortized cost, and various discounting methods
    • Key rate duration, convexity and Greeks
    • Sensitivity measures (incl. gap analysis)
    • Price and volatility shift analysis for analyzing effect of price/volatility shift on income and value
    • Replicating portfolio for non-maturing financial contracts/portfolios
    • Fund transfer pricing (FTP) rate(s) and profitability measures (NII, EVE)
    • Dynamic simulation and forecasting
    • Market value of counterparty credit risk (CVA which supports Basel III compliance)
    • P&L volatility and P&L explanation by risk factors

  • Advanced risk analysis

    All modern techniques required by the industry are available out of the box:
    • Full revaluation VaR model
    • Parametric VaR based on RiskMetrics™ methodology
    • Historical VaR
    • Monte Carlo VaR
    • Integrated VaR combining credit and market risk
    • VaR backtesting
    • VaR decomposition by risk groups to allow for analyzing impact of interest, FX or stock value on VaR
    • Incremental and component VaR analysis
    • Stressed VaR
Chartis RiskTech100

Wolters Kluwer achieves top ten ranking in Chartis RiskTech100® 2025

Wolters Kluwer has achieved a global top ten ranking from Chartis Research in the prestigious Chartis RiskTech 100 2025 report. Wolters Kluwer also received Category Awards for Liquidity Risk and, for the third consecutive year, Regulatory Intelligence.
RiskTech Top 10
Blue Modern office building,

Financial regulatory topics

Financial regulations and risk management can be complex. Access detailed definitions of key regulations with expert insights to support compliance and risk mitigation for your financial institution.
Find Out More
A reflection of clouds and sky in a mirrored glass building,

Regulatory newsletter

From evolving Basel standards to emerging regional regulations, our curated content keeps you well-prepared for what lies ahead. Explore timely updates, all in one place.
Subscribe to Newsletter
FRR Webinar Signup

OneSumX events
and webinars

Keep up to date with news, webinars and events in financial risk, regulatory & reporting. Explore detailed analysis, expert commentary and perspectives — all in one place.
Sign-Up Today

Expert Insights

  • Joint webinar with The Digital Banker - Navigating liquidity challenges: Smart strategies for APAC banks to strengthen resilience
    Webinar
    Compliance
    Finance
    November 07, 2024

    Joint webinar with The Digital Banker - Navigating liquidity challenges: Smart strategies for APAC banks to strengthen resilience

    How can APAC banks improve liquidity resilience? Join us as experts share actionable tips on asset liability management (ALM), proactive stress testing, and data quality to tackle today’s regulatory and market challenges.
    Learn More
  • Mastering regulatory tsunamis: Unpacking six core themes for banks
    Article
    Compliance
    ESG
    Finance
    November 01, 2024

    Mastering regulatory tsunamis: Unpacking six core themes for banks

    Banks face a “regulatory tsunami” with challenges like Basel reforms, ESG, and AI advancements. This article explores six pivotal themes and offers insights on navigating regulations and risk in a shifting financial environment.
    Learn More
  • Mastering Regulatory Tsunamis: Automating Compliance and Data Management in Banking
    Webinar
    Compliance
    ESG
    Finance
    October 22, 2024

    Mastering Regulatory Tsunamis: Automating Compliance and Data Management in Banking

    Watch our expert-led webinar to learn about the key themes in financial regulations and risk for 2025. Discover the important role of AI and technology in automation and data management.
    Learn More
  • Banking on the cloud – Sky’s the limit?
    Article
    Compliance
    Finance
    October 07, 2024

    Banking on the cloud – Sky’s the limit?

    Examine the challenges and opportunities of moving to cloud-based banking. This overview discusses how SaaS cloud and on-premise support financial institutions in meeting evolving regulatory demands.
    Learn More
  • Liquidity Risk Management
    Solution Detail
    OneSumX Liquidity Risk Management
    A solution that combines risk management, stress testing, and regulatory reporting into a platform that monitors, manages and reports liquidity risk. The solution allows organizations to manage liquidity coverage ratio and data granularity.
    Learn More

Downloads

Browse all OneSumX FRR downloads

OneSumX Market Risk Solution Primer
Market Risk Solution Primer

OneSumX IFRS Stress Testing Solution Primer
Stress Testing Solution Primer

Financial Risk Management Overview Brochure
Financial Risk Management Brochure

Request more information about our OneSumX for Risk solutions

  • No obligation. Talk to an expert about your specific business and implementation needs.

  • Your details won't be shared. We'll only contact you about OneSumX FRR solutions.

  • Opt out, or change preferences, at anytime.

Back To Top