Document Actions

Screenshots GAIN Risk Management

Screenshots visualizing the various features of GAIN Risk Management

Screenshots | Basic Instruments

  • Example of a market risk portfolio
  • Formulas Container
  • Object Inspector
  • Reporting Engine

Screenshots | Market Risk

  • Market Risk Value at Risk report

Screenshots | Credit Risk

  • Credit Metrics calculation
  • Automation of Credit Metrics calculation
  • Credit Risk report applying Credit Metrics

Screenshots | Operational Risk

  • Operational Loss Database
  • Operational Risk Report: Basic Indicator Approach
  • Operational Risk Report: Standardized Approach
  • Operational Risk Report: Loss Distribution Approach
  • Operational Risk Report: OpRisk+

Screenshots | IAS 39

  • IAS 39 report: Instrument Classification
  • IAS 39 report: Unrealized Profit and Loss




Basic instruments

Example of market risk portfolio grouped by countries and currencies:

Example of market risk portfolio grouped by countries and currencies


Formulas Container contains all supported calculation methods in market risk, credit risk and operational risk as well as information about global and reference objects necessary in order to apply a certain formula:

Formulas Container


Object Inspector shows calculated results according to the applied formula, offers possibilities for adjustments of calculation modes and editing of objects in reports:

Object Inspector


Reporting Engine offers possibilities to create new reports within minutes:

Reporting Engine


Market Risk

Market Risk Value at Risk and Historical VaR on the same portfolio:

VaR Report

Credit Risk

Opening of a credit risk portfolio, grouping, limit setting, applying of Credit Metrics formula, display of calculated credit risk results in the object inspector and creation of report:

Credit Metrics Calculation


Automation of Credit Metrics Calculation by using Script Editor:

Automation of Credit Metrics Calculation


Credit Risk Report applying Credit Metrics:

Credit Risk Report


Operational Risk

Operational Loss Database:

Operational Loss Database



Operational Risk Report applying Basic Indicator Approach (BIA):

Operational Risk Report BIA


Operational Risk Report applying Standardized Approach (SA):

Operational Risk Report SA


Operational Risk Report applying Advanced Measurement Apprach (AMA Loss Distribution Approach):

Operational Risk Report AMA


Operational Risk Report applying Advanced Measurement Apprach (AMA OpRisk+):

Operational Risk Report OpRisk

IAS 39

IAS 39 Report: Instrument Classification:

IAS 39 Instrument Classification report


Report für IAS 39: Unrealized Profit and Loss:

IAS 39 Unrealized Profit and Loss