Understand market risk across public and private instruments including cash, loans and derivatives, as well as counterparty credit risk across OTC bilateral, cleared and exchange-traded derivatives with precision and transparency.
Use this data to monitor and explain risk across trading portfolios and counterparty exposures in the front and middle office, supporting desk-level management and regulatory reporting.
Aggregate risk across the enterprise
Consolidate positions across asset classes, desks and business lines using consistent market data, pricing models and settings to calculate valuations, sensitivities, scenarios, VaR and FRTB metrics.
Strengthen counterparty and credit visibility
Calculate XVAs and PFEs to manage credit valuation adjustments, collateral implications and concentration risk across trading relationships and clearing structures.
Navigate capital requirements with confidence
Monitor market movements and stress events to see the impact against your capital and liquidity.
Integrate analytics into your workflows
Access extensive analytics across securities, private assets and derivatives through file delivery or APIs to embed insights directly into decision-making and reporting tools.
Strengthen model transparency and validation
Have access to clearly documented model assumptions, pricing inputs, market data and audit trails to support internal validation and supervisory review.
Enhance front-office trading insights
Perform on-demand what-if analysis across all instruments, from simple securities to structured products, to evaluate impacts on P&L and Greeks and support trading and risk decisions.
Bloomberg’s capital market risk capabilities
Explore the tools that enable firms to monitor exposure, analyze risk and maintain control across trading and risk functions.
Test risk under real and simulated market conditions
Run historical and forward-looking shocks to evaluate impacts on valuations and Greeks positions to improve decision making.
Measure risk with precision
Calculate risk across all asset classes with drill-down from enterprise level to desk and instrument.
Control counterparty exposure and collateral risk
Monitor exposure across counterparties, netting sets for bilateral derivatives and manage collateral with credit agreement using consistent valuation inputs.
Align teams with a single view of risk
Enable risk managers and trading teams to operate from a unified data and analytics framework.
Meet regulatory demands with confidence
Meet financial regulatory requirements across margin valuations and capital calculations, including FRTB SA, BA-CVA, SA-CCR and SIMM.
Monitor limits and enforce compliance in real time
Utilize calculated market risk, Greeks and exposures against pre-set limits with exception reporting.
Manage regulatory and non-regulatory capital
Calculate margin calls and manage collateral across OTC bilateral, cleared and exchange-traded derivatives, as well as repos and TBAs, using integrated valuation and communication tools.
Test risk under real and simulated market conditions
Run historical and forward-looking shocks to evaluate impacts on valuations and Greeks positions to improve decision making.
Measure risk with precision
Calculate risk across all asset classes with drill-down from enterprise level to desk and instrument.
Control counterparty exposure and collateral risk
Monitor exposure across counterparties, netting sets for bilateral derivatives and manage collateral with credit agreement using consistent valuation inputs.
Align teams with a single view of risk
Enable risk managers and trading teams to operate from a unified data and analytics framework.
Meet regulatory demands with confidence
Meet financial regulatory requirements across margin valuations and capital calculations, including FRTB SA, BA-CVA, SA-CCR and SIMM.
Monitor limits and enforce compliance in real time
Utilize calculated market risk, Greeks and exposures against pre-set limits with exception reporting.
Manage regulatory and non-regulatory capital
Calculate margin calls and manage collateral across OTC bilateral, cleared and exchange-traded derivatives, as well as repos and TBAs, using integrated valuation and communication tools.
See how banks are modernising exposure aggregation, enhancing stress testing capabilities and strengthening capital transparency using Bloomberg solutions.
Recognized for excellence in risk management solutions
Bloomberg’s risk solutions are trusted by leading banks and broker-dealers worldwide and recognised for innovation, data quality, model transparency and client service in market and counterparty risk management.
Featured Insights
MARS Collateral Management
An end-to-end collateral management hub that provides an automated solution for monitoring exposures.
MARS X-Value Adjustment (XVA)
An enterprise-scale tool designed to measure and manage the counterparty risk arising from OTC derivative portfolios.
Simm - Document
Some text about the Simm Document
Strengthen your capital markets risk framework
Book a demo or connect with a Bloomberg risk specialist to explore how we can support your market, credit and counterparty risk workflows.
Talk to a specialist today
Book a demo or speak with a Bloomberg treasury specialist to explore how we can support your treasury workflow today.