Dynamic Hedging Module

Nexus Risk Platform Dynamic Hedging Module is currently being offered to selected clients on a custom build basis. The Dynamic hedging module is fully customized to model our clients' liabilities with GMXBs and integrated with their systems. The dynamic hedging module enables our clients to implement and execute a dynamic hedging program in-house.

Fund Monitoring

Fund replication and mapping

Modeling GMXBs

Liabilities projection
Fair value liability
Greeks summary

Portfolio Monitoring

Hedge portfolio
Risk analysis
Greeks summary
Hedge report

Hedge Effectiveness

Mark to market analysis
Attribution analysis

Prospective Analysis

Strategy Analysis
Risk profiles
Hedging strategy results

Trade Impact

Hedge instrument universe
Capital market monitor
Test impact of proposed trades
Execute ALM strategies

Risk Optimization

User defined optimization algorithms

Nexus Risk Platform

Nexus Risk Platform is a flexible software platform on which to manage asset and liability risks. Comprised of a suite of modules and utilities that enable companies to execute risk management as a strategic-decision making framework, Nexus Risk Platform incorporates overall financial goals, risk appetite and specific risk tolerances. Modules are available for executing ALM strategies, dynamic hedging, and calculating economic capital. Utilities available include a series of financial modules, interest rate models and economic scenario generators. Nexus Risk Platform is fully automated to allow seamless integration with our clients' existing systems. Nexus Risk Platform combines the security of a .NET platform, the transparency of Excel and the power of a SQL-Server database.