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Kastle Risk Management

Kastle™ Risk Management:

Financial Intermediaries continue to seek avenues to deploy funds in maturing markets, whereby they are exposed to various risks in the marketplace. Kastle ™ Risk Management (formerly Riskfree) is an effective Basel II compliant web-based risk management solution that enables implementation of Risk Control and Mitigation initiatives. It provides:

 

  • An understanding of Risks taken by an institution
  • Measure Risk exposure of the organization at various levels
  • Control Risk by implementing suitable strategies
  • Capital charge computation as per Basel II norms (both standardized approach and internal model approach)


Kastle™ Risk Management supports Basel II framework on market risk. It offers standardised approach and VaR based internal model approach for market risk measurement as well as for computing market risk capital charge. It also support Qualitative standards set by Basel committee in validating the internal models.

 

 

Kastle™  Risk Management is one of the sophisticated risk management solutions in which transactions entered or cash flow components are used as a base to arrive at a risk measure, known in the industry as the VaR number, covering most markets, including, Forex, Fixed Income, Money, Equities and Derivates markets.

This feature-rich risk management solution computes VaR using best practices of the industry, for Linear positions as in Plain Vanilla Spot Deals, or for Non-Linear deals such as Futures and Options.

The methodologies, as per industry standards, include:

Risk Metrics (as suggested by J P Morgan)
Historic Simulation
Monte Carlo variation of the simulation methodology

Powerful features of this risk management solution include parameterization and VaR computation at varying confidence levels for varied time horizons. It can monitor the effect of hedge transactions, calculate incremental VaR, and undertake Back Testing and Stress Testing.

Kastle™  Risk Management allows organizations seeking risk management solutions to take premeditated decisions pertaining to current exposures, while optimizing profits and minimizing costly errors due to lack of understanding of Risk issues.

 

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