FCMs, Prime Brokers, & Broker Dealers
Custodians, clearing agents, and brokers have a consolidated view of client risk metrics using BlueShift, by enabling the oversight of data from multiple internal systems and across asset classes.
- Gain complete control over margin and collateral across all asset classes, with visibility of portfolios in real time across multiple trading books and systems.
- Meet regulatory requirements for valuations, capital adequacy, and more, with full auditability and reporting capabilities.
Defi and Crypto
BlueShift’s multi-asset architecture allows digital assets to be integrated seamlessly into the risk framework.
- Control crypto borrowing and lending.
- Monitor collateral, with utilization checks and margin calls.
- Allow collateral to be locked on smart contracts, with ability to take custody and close positions if breaches occur.
- Integration with multiple market data sources for reference prices, and constructing indices.
- For clearing houses, BlueShift offers risk management on an industrial scale – built to manage real time computations for cross-platform, cross-asset portfolios. Intra-day and end-of-day margin run workflows.
- Have complete oversight of collateral management, pre-novation risk checks, and PFMI standards.
- Perform stress testing, backtesting and default management workflows.
Banks can use the BlueShift Platform’s flexible account structure and risk model framework to manage the market risk, credit risk, and liquidity risk of their portfolios.
- Stress testing and reverse stress testing for portfolios to prepare for adverse market movements.
- Monitoring asset-liability mismatches.
- Sensitivities, theoretical pricing, and curve construction.
Buy-side institutions can gain valuable insight into their portfolio’s risk exposure, liquidity, and sensitivity to risk factors via the BlueShift Platform.
- Real-time valuation and marking to market of positions.
- Compute and monitor hedge requirements for interest rate risk and other risk factors.
- Access historical data to perform VaR / ES calculations and backtest risk models.
- Stress testing and trade what-if simulations on multi-asset portfolios
Exchanges and ATSs
For exchanges, MTFs, and ATSs, Blueshift enables fast, on-demand pre-trade risk calculations.
- Validate real-time interaction with order books, based on credit exposure or margin.
- Perform real-time risk calculations for derivatives margin monitoring.