Opics Risk Plus
Opics Risk Plus is a risk analytics engine used by risk managers within their treasury and trading operations.
As a fully integrated risk management component within Opics Plus, enabling true straight through processing from front to back office, it reduces TCO (Total Cost of Ownership) for treasury and trading operations.
Opics Risk Plus delivers:
– real-time position updates covering all capital markets, derivatives and treasury instruments
– full range of Value at Risk (VaR) methodologies and backtesting
– credit loss simulation including Incremental Risk Charge (IRC) calculation
– extensive stress testing and sensitivity analysis
– portfolio benchmarking and performance analysis
– volatility and correlation estimation from times series data
– risk reporting integrated with front and back office information for complete risk transparency
– additional accounting valuation methods
Appears on this section
Product and service specifications
| Database |
• MS SQL Server
• Oracle
• Sybase
|
| Language used |
• C#
• C++
|
| Operating system |
• Windows 2000
• Windows 2003
• Windows XP
|
| Pricing structure |
• Per seat
• Volume-based
|
| User interface |
• GUI
|
Tags:
market risk, credit risk, IRC, Incremental Risk Charge, Basel II, risk analytics
More from this company
Company profile
Misys is the leading provider in banking and capital markets, with over 1,300 customers including all of the world’s top 50 banks. Misys was founded in 1979, and currently employs over 4,000 people who serve customers in more than 120 countries. Misys plc is listed on the London Stock Exchange LSE: MSY.L
View full profile
View full profile
Your nearest office
Please login to see your nearest office.
Share this page
