Use Cases
Analyze Risk in Real Time

Panopticon makes it easy to monitor and analyze all aspects of risk throughout the trading day. Rather than waiting for end-of-day reports, take action based on intraday analysis of real-time changes in risk profiles at the office, desk, and trader levels. Conduct in depth analysis of historic risk data to find trends, cluster, and anomalies that require more investigation.

  • Liquidity: Analyze and report liquidity in compliance with BCBS 248 rules
  • VaR and Sensitivity: Identify trends across all book and instrument hierarchies
  • Exposures: See trends across the entire business, including legal hierarchies of all counterparties
  • P&L Attribution: Align attributed P&L to market risk metrics
  • Trading Limits: Monitor and analyze front office trading limits and compare current market activity to historic trading profiles to identify changes to risk profiles before they become problems
  • Data Quality: Analyze all risk metrics and dimensions to support more efficient and accurate risk reporting