Market Risk Systems for Risk Management
Solutions for measuring and managing risks from changes in market prices, interest rates, and volatility.
Other Risk Management
A comprehensive market risk solution that provides VaR calculations, stress testing, back-testing, and scenario analysis. The solution supports various methodologies including historical simulation, Monte Carlo simulation, and parametric approaches.
Integrated market risk solution that provides VaR calculations, stress testing, sensitivity analysis, and scenario modeling. The system supports multiple methodologies and includes advanced analytics for derivatives and complex instruments.
FINCAD Analytics offers powerful tools for pricing, risk analysis, and portfolio management, specializing in derivatives valuation and risk analytics using advanced modeling techniques.
This product offers a comprehensive framework for measuring, managing, and mitigating market risk, including market data management and regulatory compliance support.
Offers an end-to-end analytics solution that covers various risk types, leveraging advanced quantitative models, effective data management, and regulatory compliance.
Comprehensive market risk solution that includes risk analytics, stress testing, scenario analysis, and regulatory reporting. The system provides VaR calculations across multiple asset classes and methodologies.
Robust market risk solution that offers multi-asset class risk analysis, stress testing, and scenario modeling. The system provides VaR calculations using various methodologies, factor-based risk decomposition, and what-if analysis.
A front-to-back office risk management solution that provides real-time market risk calculations, limit management, and regulatory compliance. Features include VaR, potential future exposure (PFE), stress testing, and sensitivity analysis across asset classes.
Multi-asset class risk management platform that provides VaR analysis, stress testing, and scenario analysis. The solution covers equities, fixed income, FX, commodities, and derivatives, with both historical and Monte Carlo simulation methodologies.
