Areas of Application
GAIN Risk Management can be applied in many areas
- Market Risk Management: Calculate Value at Risk | Calculate other risk and performance measures | Attribute specific risk components | Easily switch valuation currencies, benchmarks and yield curves | Actively identify and steer risk exposures
- Credit Risk Management: Analyse the influence of term structure effects | Support of JPMorgan CreditMetrics® and CreditRisk+| Define custom yield curves and apply shocks to yield curves
- Operational Risk Management: Basel II compliant operational risk module | Definition of mitigating actions | Data quality checks | Workflow control and exception handling
- Pricing / Mark-to-market: Compute theoretical prices with extended support for derivative instruments and structured products | Define proprietary benchmarks using model portfolios or synthetic instruments and baskets
- Asset Allocation: Assign positions to portfolios using Boolean operators | Extract user specific reports and store allocation definitions for further use
- Simulation: Apply scenarios, stress tests and simulations to portfolios and groups | Use Monte Carlo simulations to analyse the foreign exchange and price effects of buy and sell transactions | Supports Boolean operators for defining groups
- 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
- Limit Management: Use flexible triggers and alarms if limits or thresholds are broken | Initiate workflows (e.g. notification by e-mail) | Support of volume, performance and risk limits
- Data Visualization: Use consolidated out-of-the-box or customized risk and performance reports and enrich them with data from your internal applications
FINAL RESULTS OF THE AIM GLOBAL REFERENCE DATA AND RISK MANAGEMENT SURVEY 2011 AVAILABLE NOW
