Product
Risk Vision Enterprise-wide Integrated Solution
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Overview
Risk management is more than the optimal pricing of derivatives trades and the management of the P&L for the trading room.Every transaction that the bank executes has an impact on its overall risk position driving the need to globally consolidate credit and market risk, to achieve genuine firm-wide measures of risk for the bank’s management and regulators. Misys meets this challenge with a unique, proven and modular solution – Risk Vision. RV Data provides an institution with complete ownership of a consolidated data pool of transactions for risk management and other applications. The system supports a full product matrix across all areas of the bank, including both treasury and corporate business, and provides a straightforward method for getting the right data out of existing systems and mapping it into a consistent format. RV Limits provides credit risk, limits and exposure management, which utilises RV Data data to provide an integrated method of globally monitoring exposure to credit or market risk. The addition of Misys' RV Carma advanced risk engine extends the range of RV Limits exposure calculation methodologies to include historical simulation and full multi-factor Monte Carlo analysis. Together these applications provide a complete, integrated risk management solution, delivering risk calculations and comprehensive support for the firm-wide management of risk, including: - real-time, intraday or batch capture of all traded and non-traded deals, plus supporting static data, from multiple front or back-office source systems into a consistent format designed specifically for credit and market risk analysis; - immediate update of all limits and exposures impacted by received transactions, using ‘best practices’ calculation methods consistent with the bank’s risk policy, enabling accurate management of global limits and a reduction in capital employed; - a consolidated data pool which provides extensive risk and exposure analysis and reporting, including graphical representations of potential exposures, drill-down to individual transactions and contributions, ‘slice and dice’ and trend analysis.
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