Vector Risk Service

Vector Risk provides a true multi-tenancy SaaS solution for FRTB (SA & IMA), VaR, xVA, PFE and SACCR. We are hosted Microsoft Azure and use Microsoft HPC (high performance computing) for extreme computational performance e.g. 32 billion trades valuations in 22 minutes. We have customers in Australia, NZ, Europe, and the US.

Our SaaS offering dramatically reduces implementation timeframes, has little project risk, requires no new IT infrastructure, and gives you regulatory evergreening. Our extreme performance enables us to do portfolio xVA and IMA in minutes rather than hours. If you are looking for a complete FRTB solution with software that's in production then please contact us.