Credit and Market Risk

Credit and Market Risk solutions for capital markets firms.

The global risk management challenge for financial institutions has never been more pressing. Between sweeping regulatory change--from the Federal Reserve’s stress testing program to Basel III regulations—and unrelenting pressure from shareholders, politicians and the investing community, institutions struggle to maintain their return on equity, to assure transparency and increase stakeholders’ confidence, and to avoid systemic risk and increased penalties. Broadridge provides a credit and market risk solutions that enables financial institutions to meet the changing regulatory landscape and give management the tools to take more control of their risk exposure and appetite in real time.

With a global team of risk experts understanding and implementing risk processes, Broadridge has reengineered what is required to meet today’s risk management demands. Broadridge does this by providing a unique reference data and risk aggregation solution that greatly reduces risk exposure due to bad data while providing extensive asset class and risk analytics coverage.The solution sits alongside an institution's existing IT infrastructure, reducing the operational risk of changing systems and introducing new risk management technologies, and speeding up the ability to get valuable, accurate and consolidated risk data.

Broadridge's integrated multi-asset class approach to data management and risk management systems reduces risk from siloed, “vertical” risk systems – thereby giving management true oversight of the entire firm’s risk.The integrated data warehouse and web delivered reporting framework provides management, regulators and business heads the data they need in a concise and interactive format and enable Broadridge clients to better manage their capital and business lines giving them transparency and control to focus on the most profitable ones.

Virtually All Asset Classes Supported

  • Swaps and Swaptions
  • Caps and Floors
  • Forward Rate Agreements
  • Amortizing Swaps
  • Fixed Coupon Swap and Bonds
  • Basis Swaps
  • Power Reverse Dual Currency Notes
  • CMS Linked Swaps and Bond
  • Range Accrual
  • Zero Coupon Swap
  • Callable Zero Coupon Bonds and Swaps
  • CC Spreads
  • CC Chooser TARNs
  • Inverse Floaters
  • FX Digital Floaters
  • FX Linked TARNs and Inverse Floater
  • Rainbow Swaps and Bonds
  • CDS
  • CDS Options
  • CDS Indices
  • CDS Index Option
  • Single tranche CDOs
  • CDO Tranche Option
  • NTD
  • American Options
  • European Index Options
  • Compound Index Options
  • Dividend Swaps
  • Variance Swap
  • Index Futures
  • Performance Linked Swaps and Notes
  • Custom Equity Linked Notes and Swaps
  • Hybrid Index
  • Corridor Option
  • Basket Notes with Knock Out
  • Custom Equity Basket Linked Notes and Swaps
  • Best of and Worst of Basket Option
  • Swaps and Forwards
  • Non deliverable
  • Forwards and Options
  • European
  • Options (Fade In and Fade Out, Barrier)
  • Bermudan Fade In
  • Accelerators
  • FX TARNs
  • Digital Range Accrual with Knock Out
  • Custom FX and FX Basket Linked Notes and Swap
  • Custom Inflation Linked Notes and Swaps
  • Government Bond Futures
  • Short Rate Futures
  • Callable Path Dependent Products
  • Structured Products

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