Can you build a cross-asset risk data model in 10 minutes?

How fast and scalable are your data operations?

In this episode of our series, we’re rolling up our sleeves to concretely show you how to build a data model that encompasses multiple asset classes and risk categories, in 10 minutes or less.

We'll guide you through a step-by-step process for creating and visualizing a comprehensive data model, allowing for real-time calculations on top of your model. For example, see how several Tier 1 banks and asset managers are calculating real-time Value at Risk (VaR) and Expected Shortfall (ES), allowing them to analyze all of their data faster than ever before, all in one place.

Say goodbye to disparate systems for managing VaR, ES, or FRTB – we’ll demonstrate how to integrate them seamlessly into one unified data model, for explainability across all of your data, in one smart data store.

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