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Risk management for capital markets firms has become tremendously more complex since the crisis of 2008. Requirements to assess enterprise risk in real-time, with comprehensive risk management across asset classes and geographies , including counterparty, liquidity, credit and market risk, have expanded at the same time as ever-increasing volumes and velocity of trading data and new regulatory mandates.
Traditionally, firms have relied on dedicated systems to handle different trading desks, asset portfolios and market data. These systems are not designed for real-time valuation, especially with today?s high volume of market data. They were not designed to consolidate data across the different ?silos?, and traditional ETL approaches result in too much time lag to provide a real-time consolidated view of risk.
To address these requirements, the Sybase financial services stack provides high performance, high capacity, enterprise-grade infrastructure for the most demanding real-time risk management and analytics. The Sybase stack is comprised of the Sybase Aleri Event Stream Processor for real-time market data analytics and event processing and Sybase RAP - The Trading Edition for the capture, storage and processing of massive volumes of market data.
- Enables a consolidated source of data with embedded analytics capabilities to provide global risk officers a consistent view of market risk combined with on-demand aggregation and drill-down capabilities using previous end of day or current position data without pre-aggregating.
- Facilitates intra-day analysis of counterparty exposure across business lines based on current data.
- Allows firms to monitor limit systems in real-time and support intra-day reporting for liquidity requirements to management and regulators.
| Enterprise-grade |
- Top to bottom enterprise ?grade components
- Multi-level, high availability architecture prevents data loss from system failure or catastrophe
- Failover to secondary site provides seamless robustness
- Supports third-party high availability storage solutions
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| Scalability and throughput |
- Flexible and powerful enough to support enterprise-wide analytics requirements throughout the trade lifecycle, from streaming and real-time trade analytics to multiyear historical analyses
- Supports incremental scaling for virtually any workload using clusters of commodity hardware
- Allows simultaneous data storage in the low-latency in-memory database and large scale columnar
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| Capacity |
- Column-oriented storage is capable of storing and efficiently retrieving petabytes of market tick
data
- Unique architecture ensures the query performance for tick data with long symbol lists and multi-day periods
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| Integration of real-time and historical data |
- Seamlessly integrates queries on historical tick data with real time updates
- Efficiently processes real-time market data streams simultaneously and independently of writing the data to storage to reduce real-time latency
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| Powerful database tools |
- Extensive OLAP capability allows users to perform transformations, create aggregations and produce summaries with mixed data types and frequencies ? and on the large scale required
- Provides an efficient mechanism for constructing and querying market state snapshots. Values in a market state snapshot can contain those of different data types and frequencies, plus values set days or months earlier. For historical analysis, the snapshot is relative to the as-of date of the query.
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Sybase's product offerings for customer analytics include:
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