kACE Pro Risk

KACE PRO Risk supports all aspects of FX options activity from price discovery, price distribution and trading, through to portfolio management and straight through processing. The KACE Enterprise suite of open APIs expands the core technology of KACE PRO powering e-commerce solutions, automated quote responding, quote execution and various connectivity solutions.

The KACE Pro Risk module enables users to run the critical reports required for front office portfolio management, risk management, decision support and client reporting. Its powerful reporting and risk engines permit reports to be customized in real-time for an instant overview of position mark-to-market and risk profiles.

• Daily blotters
• Trigger reports
• Mark-to-market reports
• profiles on a ticket-by-ticket basis
• Reports in ‘Perspective of the Client’ for sales advisory service or for the customers themselves.

Position reports show risk on an aggregated basis and include:
P&L reports - Run end of day P&L reports and calculate mark-to-market values and profit since inception as well as daily, monthly and annually.

Sensitivity reports - Use sensitivity reports to calculate how changes in market conditions affect a portfolio, allowing users to specify movements in time, spot, forward (depo, swaps and outright) and vol at increments the users require.

Graphing

Instant graphical representation of the report can be created in either two or three dimensions – for example spot/vol.

Drill Down

The ability to right-click on a position within a report and see the component tickets and their individual risks that contribute to that position.

Dream Tickets

Used to analyse an ‘hypothetical trades’ potential position impact’, by using KACE’s ‘dream ticket’ function.

Market Scenarios for Individual Reports

Individual reports can be run using a specified market scenario of choice. For example, a market scenario composed of rates fixed for end of day revaluation can be used without affecting market data used by traders.

Automated Reporting Features

The flexibility of KACE Portfolio allows users to run any report on demand or via a scheduled automated process.
Run EOD reports to calculate monthly and daily P&L Automation of daily procedures for cash accounting.
Automated trigger alerts for barrier events.
Automated or semi-autmated option lifecycle management; including barrier events
Automated or semi-automated cash cost of carry allocation