Post-Trade

Risk is always on.

Lime’s post-trade risk platform is built upon the latest technological developments in quantitative finance and distributed computing. It provides next generation front-office technology focused on portfolio management, risk analysis, and trading.

The platform was built to mesh the various portfolio risk management processes used across the industry while also providing the benefit of comprehensive custom risk systems with relatively little capital outlay. It also features Lime’s cloud based analytics engine, bringing unrivaled scale and power to calculate risk and exposure in real-time across large portfolios.

Features include:

  • Analytics

    The platform calculates every analytic regardless of asset class composition: beta, delta, DV01, gamma, convexity, etc. Each position is fully revalued in real-time, analytics can be run across a whole book or any pre-defined subgrouping.

  • Scenario Analysis

    Lime’s seamless real-time revaluation allows clients to apply shocks to their portfolio thereby permitting price, implied volatility, yield curves, credit spreads, and factor sensitivities to all be tested on a second-by-second basis. Shocks can be used together in any combination and at any level of the book, allowing risk managers to create and run specified scenario analyses in only seconds.

  • Statistical Analysis

    The platform’s smart statistics engine enables managers to identify and mitigate previously unforeseen risks, including emerging event risks, through the use of smarter tools. The technology mirrors the Bayesian factor model and is not dependent on any single set of parameters and factors across a given sample. This permits the engine to accurately infer factor sensitivities at the position and portfolio level while facilitating the avoidance of concentration risks in a semi-automated fashion.

  • Simulation

    Stress tests are useful when outcomes are certain, but forecasting of uncertainties is also valuable. Lime’s sophisticated simulation tools don't just produce VaR, they allow firms to build on existing scenarios by introducing volatility parameters focused on the severity of a tail risk situation.

  • Customization

    A custom and unified dashboard brings efficient ability to monitor portfolio and trading risk. It even allows for the building of custom ontologies to distill risk views into specific strategies.

  • Alerts & Mobile

    Lime's post-trade risk solution is “on” even when you’re not. Real-time text and email alerts, along with advanced mobile support, ensure clients won't miss a single tick.

  • API, Cloudscript, Excel Add-In

    Downstream integration couldn't be easier for either proprietary developers or third-party vendors through the use of Lime’s pioneering RESTful web service.

    Language bindings for Java, C++ and C#/.NET enable complete access to all analytics streams. Lime’s Ruby-based financial DSL “Cloudscript” enables complex strategy development, and the Excel add-in provides an experience familiar to all users.

To request a demo, click here.