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End User Arguments

Advantages of GAIN Risk Management

Cost savings

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

Time savings

  • Fast integration by intuitive parameterization
  • Archiving of reports, templates and processed data
  • Usage of scripting languages to reduce the interfacing effort
  • Usage of 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
  • Easy graphical definition of macros, forms, workflows and reports
  • Simple aggregation of risks and performance across branches, risk groups or portfolios

Risk reporting

  • Interactive definition of user specific real-time and batched reports and charts
  • Export of results to Word, Excel, Powerpoint, HTML and PDF for further processing
  • Usage of the integrated web content management system for creating custom web pages
  • Consolidation of performance and risk figures of positions and portfolios
  • 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

  • Improvement of the quality of your input data with integrity checks and cleansing facilities
  • Work with incomplete data and generation of new time series based on predefined distributions
  • Calculation of volatilities and correlations using the client's own time series
  • Modification of volatility matrices and correlation matrices

Analysis

  • Analysis of shocks to: Yield curves | Currencies | Indices | Benchmarks | Baskets
  • Evaluation of hedging scenarios and run of Monte Carlo simulations
  • Extraction and comparison of foreign exchange and price effects
  • Support of drill-downs to the level of the raw time series data
  • Pricing / Mark-to-market


Simulation

  • Professional simulation tool for applying market scenarios to portfolios
  • Simulation of scenarios before engaging in a transaction
  • Definition of proprietary benchmarks by using model portfolios or synthetic baskets and their dynamic assignment based on instrument or portfolio characteristics