Lemur, a risk system for equity security lending, combines security volatility and counterparty default probability to estimate potential capital loss across the trading book. Its streamlined modern UI and industry-standard data feed handler provide both simple reporting and detailed analysis for each position on demand. Calculations accommodate days-to-liquidation, EWMA volatility, OCC versus bi-lateral and up to one year of price history. Lemur features top-level PDF and immediate Excel downloads for various reporting needs.
INTUITIVE AND EFFECTIVE
"The Lemur Risk Management System transformed our equity security lending governance. The simple UI and the sophisticated calculations make our risk management oversight more intuitive, transparent and effective."