Risk Modeling and Analysis

Risk arises from uncertainties surrounding your business operations and environment. Not understanding these uncertainties can result in unexpected losses to your firm and others in your value-chain. How you measure uncertainty and account for it within your operations impacts new product development and pricing, the calculation of capital allocation, and can directly influence institutional performance in volatile markets with unexpected external events.
Spotfire Analytics offers a robust platform, and accompanying services, to provide you with a comprehensive environment that allows model development and deployment for downstream (re)use in various analyses. By using a well-integrated platform, your institution can:
  • Develop models and calculations once and deploy it to a location where analysts can easily use them
  • Re-use existing models by wrapping them as either S+ or R libraries
  • Create sophisticated user workflows that leverage the models created 
  • Align the workflows with critical functions such as stress testing, multi-factor risk modeling, and credit risk management 
  • Easily perform what-if analysis, posit scenarios and get answers fast 
  • Eliminate downtime, delays and slow responses characteristic of isolated modeling environments far removed from analysts and end-users of information

The business benefits (GRC) of Spotfire Analytics in risk modeling and analysis include:

  1. Greater organizational awareness of risks, 
  2. Rapid feedback on the impact to profits and shareholder value, and 
  3. Continued use of your existing modeling infrastructure, without the need for disruptive change

Related Demos

  • See how Spotfire can make the process of understanding credit risk faster and easier.
  • Analyze out-of-sample performance metrics for portfolios that have been constructed with constraints involving monhs of history, target return, minimum asset weight, maximum asset weight.
  • Model economic capital based on two risk factors; market risk and mortality risk
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