GAIN Credit Risk

Functionalities

• Credit Risk Management: Analyze the influence of term structure effects | Support for JPMorgan CreditMetrics® and CreditRisk+| Define custom yield curves and apply shocks to yield curves
• Grouping and filtering of already existing portfolios, scenario/test portfolios and sub portfolios
• Asset Allocation: Assign positions to portfolios using Boolean operators | Extract user specific reports and store allocation definitions for further use
• Limit Management: Use flexible triggers and alarms if limits or thresholds are broken | Initiate workflows (e.g. notification by e-mail) | Support volume, performance and risk limits.
• Simulation: Apply scenarios, stress tests and simulations to portfolios and groups | Use Monte Carlo simulations to analyze the foreign exchange and price effects of buy and sell transactions | Supports Boolean operators for defining groups.
• Data Visualization: Use consolidated out-of-the-box or customized risk and performance reports and enrich them with data from your internal applications
• 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

Screenshots