SLIB Risk Suite tools perform the role of a central risk hub, concentrating flows, standardising best-practice, and aggregating and/or offsetting client risk across markets.

Our tools measure and monitor risk exposure in near real-time, on any client account, including segregated and omnibus accounts, and internal clients.

SLIB focuses on counterparty risk in clearing and settlement of securities, but we also support derivatives, and cross-margining. Using SLIB tools, our Customers can be better protected against counterparty default, and can offer better service to their clients.

Key benefits

• Added-value management of client risk that complements and improves upon CCP services, including near real-time monitoring, discretionary margin calls, and reconciliation
•  SLIB’s native implementation of the principal CCPs algorithms
• Direct and/or indirect connectivity to all the major CCPs
• Options include a generic risk algorithm (VaR and Expected Shortfall), based on the universally recognised historical simulation methodology, to measure global exposure on clients active in multiple markets, including OTC
• Field-proven accuracy and reliability, with prestigious references