Basel III, Dodd Frank, EMIR and UCITS regulatory reforms, along with an unprecedented run of risk control failures have been the catalyst for a complete overhaul of risk management practices.

Financial institutions have moved their focus to just-in-time risk management and to efficient use of regulatory capital in a way that fundamentally challenges legacy risk systems. While traditional infrastructures face obsolescence, MX.3 offers a new model, natively enabling risk control and optimization at every step of the front-to-back value chain.

Whether used as an integrated trading and risk solution or an enterprise risk management platform connected to multiple trading sources, MX.3 instantly delivers a holistic view of risk, without suffering from data simplifications or integration challenges.

Global and real-time RISK view

MX.3 provides a suite of advanced risk modeling, analysis and control tools for credit, market and liquidity risks across all asset classes.

The platform uniquely combines sophisticated risk measures and accurate valuation adjustments with unparalleled flexibility to define new metrics, risk aggregation hierarchies and exposure projections, making it a seamless process to adapt to new requirements as they emerge.

Using high performance computing, the solution is engineered to deliver real-time incremental risk metrics at pre or post-trade level manipulating massive data, making it possible to optimize capital usage.

End-to-end management of the new risk-AWARE value chain

To be operationally effective, risk management requires more than just sophisticated risk models. MX.3 delivers an end-to-end risk management framework embedding real-time limit control, risk indicators and remediation workflows to manage centrally risk related business processes.