Document Actions

End User Arguments

How to benefit from GAIN Risk Management

Cost savings

  • All-in-one solution for risk management
  • High protection of investment if underlying systems change
  • Reduce maintenance costs significantly through integrated support tools
  • Stepwise integration reduces risk and speeds up ROI

Time savings

  • Accelerate integration by intuitive parameterization
  • Archive reports, templates and processed data
  • Use scripting languages to reduce the interfacing effort
  • Use high speed yield calculators and optimizers

Usability

  • Intuitive, graphical user interface
  • Context-sensitive display of reports and results
  • Easy clipboard support and Excel like interface
  • Easily define macros, forms, workflows and reports graphically
  • Simply aggregate risks and performance across branches, risk groups or portfolios

Risk reporting

  • Interactively define user specific real-time and batched reports and charts
  • Export results to Word, Excel, Powerpoint, HTML and PDF for further processing
  • Use the integrated web content management system for creating custom web pages
  • Consolidate performance and risk figures of positions and portfolios
  • Reports allow the monitoring and analysis of
    • potential daily profits and losses
    • specific risk components
    • reports that can be created according to currency, countries, industries etc.

Quality and accuracy

  • Improve the quality of your input data with integrity checks and cleansing facilities
  • Work with incomplete data and generate new time series' based on predefined distributions
  • Calculate volatilities and correlations using your own time series
  • Modify volatility matrices and correlation matrices

Analysis

  • Analyze shocks to: Yield curves | Currencies | Indices | Benchmarks | Baskets
  • Evaluate hedging scenarios and run Monte Carlo simulations
  • Extract and compare foreign exchange and price effects
  • Support drill-downs to the level of the raw time series data
  • Pricing / Mark-to-market
    • Compute prices for an extensive number of instrument types
    • Mark-to-market and identify arbitrage opportunities

Simulation

  • Professional simulation tool for applying market scenarios to portfolios
  • Simulate scenarios before engaging in a transaction
  • Define proprietary benchmarks by using model portfolios or synthetic baskets and dynamically assign them based on instrument or portfolio characteristics