Sterling Trading Tech (STT), a provider of professional trading technology solutions, has unveiled a major set of enhancements for its risk analytics RaaS (Risk as a Service) solution, the Sterling Risk Engine.

New risk features include historical VAR, Greeks analytics and a redesigned consolidated at-a-glance risk dashboard. The historical VAR capabilities include; calculating risk on a historical simulation using full revaluation, 99 and 95 percentile VAR, Expected Shortfall (CVAR) and histograms that plot the PL distribution and top contributors to VAR. The new Greeks analytics tool includes drill down capability by account and by symbol to view the Position, Market Value, Delta, Gamma, Vega, Weighted Vega and Volatility Exposure.

The redesigned consolidated risk page offers an at-a-glance view to monitor the margin, risk shocks, leverage and specific risk of all accounts at once with the ability to easily navigate retailed risk of any single account.

“The Sterling Risk Engine continues to grow exponentially, both in clients and functionality. The industry is adopting sophisticated tools such as cross margining and VAR for additional risk measures,” says Andrew Actman (pictured), Director of Business Development.