Risk Data Hyper Cube

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In order to be able to perform consistent risk calculations and aggregation across multiple dimensions, Hyper Rig automatically generates a n-dimensional hypercube:
  • users can specify and edit reporting hierarchy. The reporting hierarchies can be tree structures for books as well as flexible portfolios
  • the system can accommodate a comprehensive Multi-Asset Portfolio
Indent  FX
Indent  Interest Rate Derivatives
Indent  Equities
Indent  Credit Derivatives
Indent  Energy
  • examples of dimensions include: asset type, hierarchy of book/portfolio, risk factor, counterparty for OTC products, etc.
Hyper Cube