Gravitas for the risk manager

VaR, Greeks, scenario, and limits, on live positions, not last night.

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A risk manager’s day in Gravitas

A risk manager needs numbers that reflect the current book, not an overnight snapshot, and methods that are transparent enough to explain and defend. Managing yesterday’s risk is the core failure mode.

Gravitas computes VaR, Greeks, and scenarios on live positions, with transparent methodology.

How a risk manager moves through the workflow in Gravitas.

What Gravitas gives the risk manager

Real-time VaR, Greeks, and scenario on live positions
Transparent, inspectable methodology
Limit monitoring against the current book
Regulatory-grade reporting from one source

One model, shared with everyone else

The point of one governed model is that each role sees the same numbers. The risk manager works on the same positions as everyone else, so there is no reconciliation between what they see and what the rest of the desk sees. See the platform overview.

Solution