Integrate market risk and counterparty credit risk
Empower traders with millisecond pre-trade checks combining market risk and counterparty exposure limits, while giving risk teams real-time trading book analytics across VaR, FRTB, CVA, and SA-CCR.
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Why banks choose Opensee for integrated trading risk management
Key capabilities of Opensee for risk management
Official end-of-day metrics across market risk and CCR
Support the complete EOD risk lifecycle for trading books. Generate certified metrics across VaR, ES, FRTB sensitivities, CVA, SA-CCR, and counterparty exposures. Configure data quality rules for trading desks. Maintain full audit trails for regulatory compliance and internal governance.
EOD market risk metrics for trading books
EOD counterparty credit risk with collateral integration
Configurable certification workflows for market risk and CCR teams
Historical EOD snapshots for backtesting, model validation, and regulatory reporting
Real-time market risk and counterparty exposure monitoring
Monitor real-time VaR, sensitivities, CVA, and counterparty exposures. Track intraday risk, run stress tests, and analyze market impact. Easily drill down to individual positions and counterparties, compare current risk to EOD baselines, and identify emerging concentrations before market close.
Real-time desk-level VaR, Greeks, FRTB sensitivities, and limit utilization
Intraday CVA, SA-CCR exposures, and counterparty limit monitoring
Live scenario impact on market risk and credit exposures
Comparison views
Validate trades against market and counterparty limits instantly
Instant pre-trade checks validate trades against combined market risk and counterparty credit limits (VaR, FRTB, SA-CCR). Get millisecond responses detailing the impact on capital (FRTB, CVA, collateral). Configure complex limit hierarchies with full transparency and audit trails.
Millisecond pre-trade validation combining market risk and counterparty credit limits
FRTB capital impact and SA-CCR exposure calculations in real-time
CVA and collateral impact assessment before trade execution
Complex limit hierarchies with override workflows
Analyze risk your way - by desk, counterparty, product, or risk type
Traders view combined market and credit risk by desk, book, and product. Risk teams view by legal entity, geography, counterparty, and asset class. Treasury views by regulatory capital consumption. Everyone can instantly re-aggregate the same underlying data across any dimension.
Trading views: desk, book, trader, product, counterparty, netting set
Risk views: market risk and CVA capital, SA-CCR exposure, combined RWA
Instant re-aggregation across market risk and CCR dimensions without pre-calculation
Unified drill-down from bank-wide capital to desk to individual trade and counterparty level
Explore more Opensee solutions
Trade Analytics
Centralize the trading lifecycle into one unified repository, enabling real-time post-trade analysis, MiFID II best execution compliance, and AI-driven pre-trade intelligence to optimize every trade before execution.
Financial Resource Management
Monitor, stress test, and explain how liquidity, interest rate risk, and capital constraints interact across the banking book.
Market Data Store
Get your EOD and intraday market data into Opensee faster and leverage it for analytics and backtesting —saving time on development, maintenance, and support.
Collateral & Margin Management
Monitor SIMM exposure, optimize collateral allocation, and automate margin workflows in real time, with AI-driven insights and full regulatory audit trails.