☁ Runs on the Cloud or on premises

Cover IFR/IFD and simulate impact

Everix proposes funds and investment firms a robust and easy-to-use implementation of 2019/2033 regulation with rich view of K-factors available from your browser.

Simulate pre-trade impact on capital of any asset class right from your browser, receive daily reports and be guided on the methodological choices.

IFR Main Screen

K-factors without hassle

Most investments firms and funds are subject to report K-factors

K-factors rely on different methods of data aggregation depending on methodological choices. This requires significant attention to details, requires a lot of manipulations and is prone to errors.

Figures computed daily and published monthly with internal and regulatory limits . All asset classes covered for listed and OTC derivatives: commodities, equities, interest rate, forex.

Guided experience

We provide full guidance: plugging Everix to your Front-Office system, choosing the most suitable methodology, tuning for your needs, adjusting regulatory reports. No thirdparty contractors, fast implementation, very affordable.

Regulatory Coverage

Risk-To-Clients (RtC) factors

  • Scope: all trades
  • Various historical depths computed: 6/9/15 previous months
  • Arithmetic average of daily volumes of trading
  • K-COH Interest Rates derivatives adjusted by duration
 

Market Risk: Risk-To-Market (RtM) factors

  • Scope: listed and OTC derivatives of trading portfolio
  • K-NPR for uncleared portfolios and K-CMG for clearing or margining upon approval, or both
  • Automatic replication of the trades in elementary positions to properly net within bands
  • Goal: Proper capture of netting and hedging effects

Counterparty Risk: Risk-To-Firms factors (RtF)

  • Scope: derivatives portfolio for K-TCD and K-CON
  • Exposure by counterparty = replacement cost RC + PFE potential future exposure
  • Several options for PFE: standardized approach of CCR 575/2013, SA-CCR, or internal models with justification and approval
  • Netting and hedging with risk mitigants: collateral balance, CSA attributes (MTA, IA, TH, IM etc.)
  • Daily monitoring of exposure to check concentration with reporting and warnings
 
 

Reporting, Limits, Alerts

  • Limits and alerts for trading
  • Auditing workflow of the results
  • Client-specific reporting to risk management and executives
  • Monthly regulatory reporting to the authorities (EOM)
 
 

Pre- and Post-trade What-if

  • Analyze impact  of new and modified trades on K-Factors and other metrics
  • Run from Front-Office or Everix
  • Simulate single trades, groups, books, or portfolios
  • 🍒 Combine with market What-If analysis 

Consolidate Risks

Initial Margin and VaR

  • Ready for Initial Margin (SIMM or schedule)
  • Forecast, stress tests or extreme scenarios
  • Plug your own VaR or compute it in Everix
  • Fully compatible with internal model approval
 
 

Get ready to see it in action!

Schedule a IFR/IFD demo and talk with us

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XVA Engine

Flexible XVA Engine

SA-CCR Calculator

Learn about the most advanced SA-CCR calculator on the market

Everix Platform

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