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Sterling Risk & Margin

Sophisticated cloud-based risk analytics & margin calculations that are easy to use, cost-effective to implement and quick to deploy via GUI or API.

The Sterling Risk & Margin System allows firms to monitor client Reg T, portfolio margin and custom house policy requirements in real-time. View advanced post-execution risk analytics for US and global equities, options and futures.

Our Technology

Robust, real time, post trade market risk and regulatory margin haircut calculation system. The Sterling Risk Engine is completely API accessible as well as web-based, delivered and built on a full-featured, flexible and modern GUI.

Detailed Margin Calculations

Details of Risk Analytics

    Market Risk

    Analyze risk and Greeks under various scenarios of underlying and volatility moves.

  • Risk Shocks (Parallel, Beta Adjusted, Vol Adjusted, Implied Vol Shocks)
  • Risk Explorer to view risk graphs for P&L and greeks
  • Concentration Risk based on exposure or market value
  • Greeks page
  • Worst Case Risk
  • Risk allocation based on sector, industry, country and currency
  • View account and underlying level market values, dollar delta exposures, greeks


    Historical VaR of 500 scenarios with full revaluation.

    Risk factors

    Two risk factors are included in the historical simulation – underlying move scenarios and implied volatility move scenarios

  • 95 and 99 percentile VaR and CVaR (Expected shortfall)
  • Top contributors to the VAR
  • Display of P&L distribution
  • Complete details of P&L arrays and scenarios available from the Rest API

    Extensive Analytical Data

  • Average and median volume data for liquidity add-ons
  • Sector, industry and market capitalization data for risk allocation and concentration add-ons
  • Multiple Historical volatility and normalized Implied volatility indices for symbol
  • Standard deviations based on HV and IV

    Options Expiration Analysis

  • Horizon risk calculates post expiration risk and margin by creating a portfolio assuming exercise/assignment
  • Informs the risk manager if an account will have sufficient equity or not (excess or deficit) after expiration.
  • Allows querying of options expiring across all accounts that are within certain days to expiration and user defined moneyness
  • Options expiration analysis and closeout recommendation API endpoint allows users to get all options that should be liquidated if account does not have sufficient equity post expiration

Technology Stack Details

Standard implementation is completely SaaS based with no need for clients to install any hardware or software on premises.

Learn how quickly and cost effectively your Real Time Risk & Margin Solution can be deployed.

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