Risk and P&L

nexRates provides real time RISK and P&L calculation at Desk Level.nexRates Risk module is integrated with Pricing providing risk metrics by Mid, Bid and Ask prices, Bank quotes and Market prices.
Risk data is integrated in nexRates GUI and presents:

  •     PV01
  •     Futures Equivalent
  •     Duration
  •     Convexity

Thanks to nexRates Position Keeping and Deal Capture real time integration, Risk exposure can be immediately visible in the RFQ pop-up or monitored on Risk Matrix view, aggregating, filtering or bucketing data per Book, Currency, Rating, Sector or Basket, as well as directly.

nexRates P&L module provides real time integration with nexRates Risk and Pricing module and possible Bank Services.
Unrealized P&L are updated in real time when a trade is done or a Price is updated.
P&L matrix presents standard or custom calculations filtered or bucketed as preferred, with both:

  •     Realized P&L
  •     Unrealized P&L