real-time exposure reporting
Real-time stress-testing and exposure monitoring is handled with ease by Risk101 and Ozone3.
The system supports virtual feeds from Bloomberg, Thomson Reuters, and Iress. (The Australian data service)
In addition the user can elect to send compliance-breaches directly to his Blackberry from the system, should these occur.
As with the rest of the risk-suite, all derivatives are valued on a delta-adjusted cash basis.