![]() “The system’s design and architecture allow us to add new functionality quickly,” states Ravi Jain, Sterling Trading Tech’s Director of Risk and Derivatives. “We have expanded our VAR calculations to include more sophisticated handling of new stock issues as well.” “The SRE and the Risk Monitor continue to rapidly evolve based on market feedback, client requests and proprietary STT research and development,” states Farid Naib, Sterling Trading Tech’s CEO. Using STT’s Risk System, firms have the ability to instantly update custom margin rates, allowing them to react quickly to market moves. Additionally, Sterling Risk Monitor, the web-based GUI for SRE, added a new Portfolio Viewer, expanded Greeks, and improved navigations. The SRE continuously calculates the OCC Portfolio margin and Risk based haircuts, for each account as well as having the capability to set specific firm specific house rules.Ī new Horizon risk functionality was added, giving clients the ability to view risk and margin requirements on a look forward basis, including post-expiration of option positions. The Sterling Risk Engine provides advanced analytics in a RaaS solution utilising sophisticated quantitative and big data techniques to manage risk in real-time for hundreds of portfolios allowing brokerages and clearing firms to easily monitor market and credit risk.
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