Methoden & Kennzahlen

    GAIN Risk Management unterstützt eine große Anzahl von Methoden und Kennzahlen
    GAIN Risk Management klein

    GAIN Risk Management unterstützt folgende Methoden:

    • Basel II: Revidierter Standardansatz (RSA) | IRB-Basisansatz | Fortgeschrittener IRB-Ansatz | Basisindikatoransatz (BIA) | Standardansatz (operationelles Risiko | Fortgeschrittene Bemessungsansätze (AMA)
    • Analytisch: Barwertanalyse | Maturity-Ladder-Analyse | Time-Horizon-Analyse | Cashflow-Analyse | Cashflow-Projektion
    • Statistisch: Binomial- und Trinomialbaumberechnungen | multivariable Analyse | GARCH | Backtesting

    GAIN Risk Management unterstützt folgende Kennzahlen

    • Value-at-Risk: Varianz/Kovarianz | Monte-Carlo-Simulation (GARCH) | Risk-Metrics
    • Risko: Spezifisches Risiko | Risikoaversion | Volatilität | T-Statistik | Implizite Volatilität
    • Skill: Informationskoeffizient | Value-Added | Information-Ratio
    • Fixed-Income: Preis | BPV | Duration | Konvexität | Modifizierte Duration | Preis-Duration | Stückzinsen
    • Zinsen: Schnelle Renditerechner | AIBD | ISMA | Moosmüller | Braess-Fangmeyer | IRR
    • Optionen: Price | Delta | Gamma | Rho | Theta | Vega | Cost-of-Carry
    • Benchmarking: Alpha | Beta | Tracking-Error
    • Return: Active-Return | Specific-Return | Excess-Return
    • Risikoadjustierte Performance: Sharpe-Index | Treynor-Index
    • Statistische Indikatoren: MAV | MACD | Stochastik

    GAIN Risk Management unterstützt folgende Instrumente:

    • Nicht-Derivate: Aktien | Fonds | Commodities | Währungen | Indizes | Zinssätze | Swaps
    • Anleihen: (Null-) Kuponanleihen | Wandelanleihen | Floater
    • Derivate: Futures | Forwards | FRA | Warrants | Asian-Options | Barrier-Options | Binary-Options | Compound-Options | Quanto-Options | Dual-Asset-Options | Collar-Swaptions | Ratchet-Options

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    New White Paper: "Outsourcing Reference Data Management: Opportunities for Cost Reduction and New Revenue Sources" AIM Research Lab has released a new white paper discussing the trends and opportunities around outsourcing in reference data management. Available for free download, this paper illustrates the case of two financial firms which turned their enterprise data management initiative into a new source of business growth. → May 21, 2013
    Download slides and audio from our workshop "Beyond EDM: From Data Management Platforms to Business Applications" at DMS2013 AIM Software held a workshop during the A-Team Group's Data Management Summit 2013 last week in London. You can now download the supportive slides and audio of this session! → Mar 21, 2013
    AIM Software at the Data Management Summit 2013 in London – March 12, 2013 Sponsoring the Data Management Summit 2013, AIM Software demonstrates with Bank Sarasin and SimCorp how EDM initiatives failed to show expected ROIs and the need to a more pragmatic approach to data management focused on immediate business returns. → Mar 06, 2013