Areas of Application
GAIN Risk Management can be applied in many areas
- Market Risk Management: Calculate Value at Risk | Calculate other risk and performance measures | Attribute specific risk components | Easily switch valuation currencies, benchmarks and yield curves | Actively identify and steer risk exposures
- Credit Risk Management: Analyse the influence of term structure effects | Support of JPMorgan CreditMetrics® and CreditRisk+| Define custom yield curves and apply shocks to yield curves
- Operational Risk Management: Basel II compliant operational risk module | Definition of mitigating actions | Data quality checks | Workflow control and exception handling
- Pricing / Mark-to-market: Compute theoretical prices with extended support for derivative instruments and structured products | Define proprietary benchmarks using model portfolios or synthetic instruments and baskets
- Asset Allocation: Assign positions to portfolios using Boolean operators | Extract user specific reports and store allocation definitions for further use
- Simulation: Apply scenarios, stress tests and simulations to portfolios and groups | Use Monte Carlo simulations to analyse the foreign exchange and price effects of buy and sell transactions | Supports Boolean operators for defining groups
- Workflow Management: Define conditions and rules for routing and archiving data and reports
- Exception Handling: Clean and reconcile several data sources | Define the desired exception handling and quality checks for faulty data
- Limit Management: Use flexible triggers and alarms if limits or thresholds are broken | Initiate workflows (e.g. notification by e-mail) | Support of volume, performance and risk limits
- Data Visualization: Use consolidated out-of-the-box or customized risk and performance reports and enrich them with data from your internal applications
LAST CHANCE TO PARTICIPATE IN THE GLOBAL REFERENCE DATA AND RISK MANAGEMENT SURVEY 2011
