DTS will provide you with the expertise to meet all of your Risk
Management support needs.

“Streamline your Trading operations”
… to simplify and control costs by consolidating the number of systems used. Use a dedicated system for
trading in any particular asset class, with your vendor of choice solution for trading all other asset types.

“Rely on Accurate & Consistent Positions”
…to fully integrated trade capture with tools for portfolio analysis, operations and risk management. Successful
integration insuring your organization always has a consistent view of positions ensuring rapid investigation.

“Build User friendly Ergonomics tools for High Volume Dealing”
… to design ergonomic trading tools designed for efficient high volume trading and real-time position keeping.
Quickly price and solve pre deal limit checks and limit reservations and finally execute live or prospective deals.

“Utilize Browser base technology”
… to gather requirements to design real-time trading using browser base technology. Real-time position
keeping and P&L calculations for a full range of products and Greeks.

“Provide Superior Equity Trading Systems”
… to develop equity trading modules specifically designed to address the unique requirements of your equity
and equity derivative traders. Provided you organization with sophisticated real-time desk-level equity risk
measures and hedging recommendations. Rapid deal capturing and pricing.

“Implement Commodities Trading Systems”
… to capture energy products (including energy derivatives) alongside financial transactions and aggregates
them in a consistent manner for computing cross-asset risk measures. Enable capturing and measuring risk of
energy based derivatives like electricity, gas, oil, and coal derivatives.

“Enhance your Proprietary models”
… to give your traders competitive advantage.  Develop Pricing libraries and Excel VBA Access add-ins.

“Utilize Desktop Risk Analytics”
… to provide extensive market and credit risk reporting including: Variance Risk, Monte Carlo VaR, Historical
Simulation VaR, RiskMetrics® VaR, Scenario analysis, Stress testing, Cashflow analysis, Portfolio analysis, as
well as asset class specific reporting.

“Cross-asset Portfolio Aggregation”
…to provide a consistent framework for evaluating risk across diversified portfolios.

“Intra Day Risk Management”
… to provide a high performance distributed solution for intra day risk management on enterprise-wide
portfolios.

“Market Risk Management”
… to provide high-end analyses such as Variance Risk, Monte Carlo VaR and Historical Simulation.

“Credit Risk Management"
… to includes Credit Loss Analysis (Credit VaR, Brute-force Credit VaR using Monte Carlo simulations), Monte
Carlo, and Credit.