Cube Pre Trade Switch To Features View

- Cube Risk is a software platform for brokers and investment banks which need to perform real time margin requirement calculations and risk management of portfolios of listed derivatives.

- End-of-Day or realtime margin calculation and management can be performed on most world markets by using the respective Clearing Houses' native algorithms.

- VaR calculation is performed with three standard methodologies (Parametric, Historical Simulation and Monte Carlo Simulation) and is used to handle the risk of listed instruments in each asset class (shares, bonds, options, futures, funds, warrants) and on some categories of OTC instruments (plain vanilla IRS).

Key Benefits

High-performance engine designed for Pre-Trade and Post-Trade margin calculation for all trading platforms and middle or backoffice systems.

  • Covers most markets and choice of models
  • Real-time margin replication