Reset provides sophisticated and bespoke risk mitigation solutions for banks and dealers to efficiently offset and manage various types of basis risk in their trading portfolios. We focus on the second order risks that result from the structure of the instruments traded or the build up of imbalanced exposures over time.
Advanced optimization techniques allow for analysis of large amounts of market wide risk exposure data whilst also respecting individual trader matching and risk criteria - facilitating a bespoke risk mitigation solution.
Reset provide the service on a cyclical basis in multiple underlying asset classes. We establish mid-market consensus price curves to be used by all partcipants and users submit portfolio risk exposures they wish to reduce together with individual matching criteria. From the collected pooled liquidity and criteria the RESET engine identifies large scale multilateral packages of transactions for each user which will reduce or remove their underlying risk positions.