Fiserv KRM for Market Risk

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Market Risk

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Tags:

market risk, value at risk, enterprise risk,

Overview

All financial institutions are exposed to everyday changes in local and global markets. Whether measuring those exposures to determine limit compliance, to develop risk mitigation strategies, to allocate regulatory capital, or to simply evaluate returns generated from the markets on a risk-adjusted basis, requires a comprehensive market risk solution. Value-at-risk (VAR) has developed as an industry and regulatory standard for the measurement of market risk. Fiserv KRM supports multiple methodologies and enables you to compare and contrast results under each: Historical VAR Variance/Covariance (Matrix) VAR Monte Carlo VAR Fiserv KRM...

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