Hanweck Associates

Hanweck is the leading provider of real-time risk analytics on global derivatives markets focusing on the large-scale risk problems of banks, broker/dealers, hedge funds, central counterparties and exchanges — where the number of instruments and positions number in the millions.

Hanweck delivers risk analytics as a real-time service in flexible ways that dramatically simplify integration with customers' risk architecture.

Founded in 2003, Hanweck was a first mover and remains the industry leader in applying graphics processing unit (GPU) hardware accelerated computing to the equity derivatives market.

Hanweck's client roster includes over 45 institutional customers across the financial markets ecosystem, from the largest banks and hedge funds to retail brokerage firms and clearinghouses.

Hanweck deploys highly reliable and robust services, and is strongly focused on providing clients with first-rate service. With offices in New York City, Chicago, and Belfast, Hanweck is ideally positioned to meet the needs of its global client base.

Products and services

- Hanweck Options Analytics: Streaming real-time analytics and prices including Greeks and volatilities for use in pre-trade decision support and risk management. Also includes real-time scenario analysis used in critical risk management and margin computations. This product is delivered as a data feed at the individual security level, meaning that it is completely “portfolio agnostic” and client positions do not need to be disclosed.

- Hanweck Portfolio Analytics: Real-time calculation of portfolio scenario and exposure risk on a broad set of asset classes. This product is “portfolio aware” as it takes into account the unique positions of a client to calculate aggregated portfolio-level risk.

- Hanweck Margin Analytics: Leveraging Hanweck’s extensive experience with the STANS margining methodology, Hanweck has developed a unique suite of Margin Analytics, including real-time monitoring of OCC STANS and TIMS margin, margin attribution, collateral optimization, and stress testing. This product responds to heightened regulatory demands and the need for clearing firms to monitor risk in real time as well as to optimize the mix of funds used to meet margin requirements.

Hanweck analytics cover derivatives instruments (listed options, futures, and options on futures) traded on all major exchanges across North America, EMEA, and Asia Pacific  in real-time with tick-level, up-to-the-millisecond pricing, and corresponding ticking history (10+ years) including historical and T+0 reference data.

Firms across the derivatives trading ecosystem rely on Hanweck analytics as their foundation for applications, risk dashboards and models.

Articles about Hanweck Associates

RiskTech100 2020

Welcome to RiskTech100 2020. Now in its fourteenth year, RiskTech100 is still the most comprehensive independent study of the world’s major players in risk and compliance technology, globally acknowledged as the go-to place for clear, accurate analysis…

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