Exante Market Risk

Exante Market Risk is dedicated to companies exposed to market risk, aiming at streamline the process of risk exposure and derivatives’ management. The system supports all stages of market risk management process. It enables division of duties and responsibilities according to market best practices. Exante Market Risk allows keeping records and valuations of the following types of derivatives:

  • Currency risk: FX Forward, FX European Option, FX Asian Option, FX Barrier Option,
  • Commodity price risk (quoted both on exchange and OTC), including: base metals, precious metals, crude oil and refined products, emission allowances, natural gas (TTF), soft commodities and others: Commodity Forward, Commodity Swap, Commodity Asian Option, Commodity Barrier Option,
  • Interest rate risk: Forward Rate Agreement (FRA), Interest Rate Swap (IRS), Currency Interest Rate Swap (CIRS).


  • Market Risk Exposure Registering
  • Registering of derivatives
  • Valuation and Financial Instruments accounting
  • Market Risk measurement
  • Risk and management reporting
  • Capital groups
  • Configuration and administration
  • EMIR reporting


  • Managing counterparties
  • Creditworthiness assessment
  • Credit risk measurement
  • Credit limits management
  • Collateral management
  • Management reporting and administration