CompatibL offers an award-winning risk management platform designed for financial institutions worldwide, including major derivatives dealers, central banks, and asset managers. The software can be deployed on-premises or in various cloud environments, leveraging serverless technologies for scalability and efficiency. It provides comprehensive front-office, mid-office, and back-office solutions for strategy, asset, and risk management, incorporating best market practices and quantitative algorithms.

Key functionalities include real-time risk analytics, enabling user-defined calculations on distributed grids. The platform boasts comprehensive and customizable reporting capabilities with an HTML5 front-end and integrates with BI tools for interactive report creation from multiple data sources. Its open risk architecture allows for the use of CompatibL’s proprietary models or seamless integration of custom quant libraries via C++, C#, Java, and Python APIs.

Specifically for market and credit risk, the software offers detailed functionality for desk, regulatory, and fair value reporting. It calculates PFE and exposure quantiles, advanced market risk scenarios (shocks, twists, bucketed/term structure), historical and parametric VaR, and first/second-order greeks. Methodologies for limits, PnL attribution, and what-if analysis are also included.

CompatibL emphasizes its track record in delivering enterprise risk projects, its specialized focus on software development for banks with over 15 years of experience, and its award-winning status in risk management.

Features & Benefits

• Real-Time Risk Analytics: Run user-defined calculations on cloud or on-premises grid computing for immediate insights.
• Comprehensive Reporting: Full storage and customization of reports using HTML5 front-end technology.
• BI Tools Integration: Create interactive reports quickly by drawing from multiple data sources.
• Open Risk Architecture: Integrate custom quant libraries with user-friendly APIs in C++, C#, Java, and Python.
• Advanced Risk Functionality: Includes PFE, exposure quantiles, market risk scenarios, VaR, greeks, PnL attribution, and what-if analysis.