Risk management systems for sell-side institutions cover a range of capabilities across different categories of risk such as liquidity, market, credit and operational risk. They are required to support a broad range of asset classes, as well as a variety of risk analytics including both pre-deal and post-trade analytics. Sell-side risk management involves front, middle and back office operations.
This report, while taking into account recent developments in the enterprise risk management environment, focuses on aspects of risk management that are relevant to the capital markets trading concerns of the sell-side. Given the diversity and nature of solutions and tools available, Chartis has concentrated on capabilities particularly relevant to sell-side risk management.
Chartis covers the leading technology providers capable of addressing essential aspects of the emerging demand for sell-side risk management and focuses on the key capabilities and strengths of Quantifi as a provider of sell-side risk management solutions.