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Product
RiskPro
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Tags: risk management, risk analysis, ALM, liquidity, market risk, credit risk, Solvency II, Basel II, IFRS, dynamic simulation, monte carlo
Overview
FRSGlobal RiskPro provides a unified risk and profitability analysis solution for the banking, insurance and corporate sectors. It covers a broad scope and depth of financial analysis ensuring consistency of results, and reduction in the costs of analysis.
FRSGlobal RiskPro strengths include:
- Easy-to-use and highly flexible modular software platform satisfying the internal and external analysis requirements in financial risk analysis - for small to large organisations
- Extensive financial product coverage - from saving accounts, complex loans and insurance instruments to exotic options and structured products
- Covers value and exposure analysis for all types of methods (fair value, nominal, NPV, observed value, amortised cost, various discounting methods etc), duration, key rate duration, sensitivity measures, various types of gap analysis, price and volatility shift, and VaR (parametric, historical simulation, Monte Carlo)
- Provides the user with the power of dynamic simulation - which allows evaluating potential decisions in a "what-if" environment, and as a consequence enables highly quantified strategic decisions to be made with confidence
- Experienced and talented implementation and support resources - providing quality services and complete knowledge-transfer to ensure effective solution implementation, use and support
- This covers worldwide accessibility and global delivery capability through local presence and international teams
RiskPro is a unique, contract-based solution, overcoming the problems encountered with the traditional silo based approach. Contracts entered into the system can be used, re-used, sliced, diced, stress tested, shocked - to create cash flows to represent any scenario and provide information to internal management and regulators.
FRSGlobal RiskPro comprises of the following modules, all fully integrated by DataFoundation:
- Asset Liability Management (ALM)
- Liquidity Risk
- Market Risk
- Credit Risk
- Basel II
- IFRS / IAS 32 39
- Solvency II
- Funds Transfer Pricing
- Economic capital allocation
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