RiskXL is a suite of fully managed .NET Class Libraries that are deployed as custom Microsoft Excel Add-Ins. RiskXL is essentially a sophisticated risk management system accessed with the flexibility of excel.
RiskXL is continually being enhanced by the team at bbAppLabs with access to expert quant staff based in investment banks all over the world. We also offer services to develop bespoke proprietary models to satisfy individual client needs.
RiskXL is a product focused on delivering world class risk analytics & integrated trading tools for professional traders and risk managers. Used by trading institutions to manage derivative risks within their operations.
Models for complex risk analytics and pricing are used on a real-time basis (key focus is on integrated risk management and speed).
Incorporates industry standard models as well as proprietary models.
Designed to interface with other front office, middle and back office systems.
Models are fully integrated with Excel.
It is used by traders and risk managers to price and manage derivatives risk on a real time basis for various desks within dealing rooms be it individual transactions or complex portfolios. RiskXL is also used by Auditors to verify valuations.
Risk and Exposure Management
RiskXL provides solutions for identifying and managing:
- Currency Risk
- Commodity Risk
- Interest Rate Risk
- Liquidity Risk
- Volatility Risk
- Basis Risk
- Model Risk
Cross Asset Product Range
- Foreign Exchange – Spot, Forwards, Swaps
- Forward Rate Agreements
- On Balance Sheet – Assets and Liabilities
- Money Market
- Interest Rate Swaps
- Currency Swaps
- Asset Swaps
- Fixed Interest
- Interest Rate Options – Caps, Collars & Floors
- Swaptions – Payer, Receiver and Straddles
- Currency Options
- Credit Default Swaps
- Equity Derivatives
- Stock Index Options