Analyze derivatives risk
- Calculate broad sensitivity profiles across rates, FX, inflation, and credit alongside the valuation.
- Review valuation and risk before execution.
- Analyze P&L and margin effects from trade level through desk and portfolio.
For trading desks and front-office risk
Derivatives Studio
Derivatives risk analytics that calculate sensitivities alongside the valuation.
Run pre-trade risk, P&L explain, and portfolio attribution from one valuation engine.
How it works
Valuation, sensitivities, and attribution run on the same engine.
- 1
Define curves and valuation assumptions for each product and market.
- 2
Calculate the configured sensitivity set without rerunning the portfolio for each risk factor.
- 3
Aggregate results from trades to desks and portfolios without changing the calculation.
Common questions
The desk needs sensitivities before the close.
Calculate the configured set without rerunning the portfolio for each risk factor.
P&L explain has gaps that take hours to investigate.
Break the move into market, position, time, and model effects while keeping unexplained P&L visible.
A structured trade needs a risk view before execution.
Calculate its portfolio impact before the desk commits.
For front-office use
Review sensitivity and attribution results during the trading day.
Sensitivities
Sensitivities alongside valuation
AAD propagates the configured sensitivities through the valuation calculation.
No separate portfolio rerun for each risk factor.
Pre-trade speed
Risk before execution
Calculate trade and portfolio risk with the same valuation engine.
Review the result before the desk commits.
Method consistency
Consistent aggregation
Aggregate sensitivities and attribution from trade to desk and portfolio.
Each level uses the same calculation.
Performance depends on portfolio size, instrument mix, model configuration, and infrastructure.
See Derivatives Studio in practice
Review sensitivities and attribution on representative trades.