Pyxis provided risk management services which include –

Value at Risk: Can be provided as a customized solution or service.

• Historical VaR
  Monte Carlo based VaR (including accommodating user defined jumps)
• Stress Testing: Periodic testing of portfolio performance under extreme market conditions.

The services stated above include:

• Historical Data sourcing, cleansing and maintenance
• Managing Data insufficiency
• Periodic back-testing

RisKompass

RisKompass is the flagship product of Pyxis. It is an 'off-the-shelf' system providing:

• End-to-end multi-users risk management for derivatives business
• Front, mid and back office functionalities covering a wide range of asset classes and products
• Partial support for Back Office
• Integration capability with any 3rd party Treasury Back Office

RisKompass provide the full STP (Straight Through Processing) capabilities for the clients, right from derivatives pricing, deal capture, mid office risk management and partial support to back office settlement and accounting.

Some key technical distinguishing features for the product are:

• Intuitive User Interface and Workflow – modeled on the latest Microsoft prescribed design
• Efficient data caching for enhanced performance
• Configurable interface to Market Data Providers’ data-source
• Component based approach allowing easy customization and maintainability
• Access and Authorization control

RisKompass can be seamlessly integrated with other back-office systems with a message based interface capability. Riskompass can be interfaced with custom back-office system (if any), during the system implementation.

RisKompass Brochure