RISK Management
System
The Oreome Risk Management System (RMS) is designed for managing complex crypto derivatives portfolios for both managed and collective investment accounts. Built on our in-house quantitative research, the RMS features support for:
- - Multiple Exchanges & Assets
- - Comprehensive Risk Monitoring
- - Options Greeks
- - Custom Derivative Instruments
- - Risk Scenarios
- - Advanced Risk Reporting
Multiple Exchanges & Assets
Positions from leading options-trading exchanges are aggregated and presented in a unified portfolio layout, offering a streamlined and cohesive overview.
Deribit
OKX
ByBit
OTC Derivative Instruments
An extensive and configurable list of risk metrics:
Delta, Gamma, Vega, Theta, Skew Delta, Rho, Carry, etc.
Custom Derivative Instruments
Risks are calculated for custom-added Perpetuals, Futures, and Options, on par with exchange-traded derivatives.
Supported underlying assets for crypto derivatives:
BTC
ETH
SOL
XRP
BNB
BTC
ETH
SOL
XRP
BNB
Risk Scenarios
Basic Risk Scenarios
Instruments values and P&Ls for a list of vanilla options, forwards and perpetuals.
Advanced Risk Scenarios
Mimic Deribit approach for margin calculation by taking into account higher vol of vol for short-end options.
Advanced Reporting for Risks
Real-Time Risk and Positions reporting for multiple portfolios, covering:
- - TOTAL EXPOSURE BY COIN
- - TOTAL EXPOSURE BY EXCHANGE TYPE
- - TOTAL EXPOSURE BY EXCHANGE NAME
- - DERIVATIVES RISK SUMMARY
- - DERIVATIVES RISK BY COIN
- - DERIVATIVES RISK BY EXCHANGE
Customizable multi-sourced portfolio views and reports
Exchange-traded portfolios can be rearranged as needed for combined risk assessments, with the option to include custom derivatives instruments.
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RISK
MANAGEMENT
SYSTEM