Finecus Risk Suite
Feature List
VaR Engine
Comprehensive model coverage including Historical Simulation, Monte Carlo Simulation and Parametric approaches with multiple variants
Scenario Analyses
Stress testing and what-if scenarios accross the board
Collateral Optimization
Optimizes to allocation of risk mitigants to guarantee the most efficient usage
Backtesting
Embeded validation framework compliant with Basel regulations
Automated Reports
Set your own templates or use off-the-shelf templates, schedule them, distribute in your organization
Exotic Options
Extendable pricing engine covers a wide range of the exotic options out-off-the-box such as barrier, binary, digital, asian, double barrier etc
Volatility Estimation
Use our volatility toolkit for calculating historical volatility with the state-of-the-art methods like EWMA, GARCH, Asymmetric GARCH and MA
Monte Carlo Simulation
Simulation techniques applied for VaR, Credit VaR and statistical analyses
Portfolio Groups and CoA's
Display and monitor your portfolio in your own hierarchy
Built-in Reports
Various built-in reports with drill down capabilities to position, cashflow or tranche level
Risk Data Warehouse
A single interface & a single source for all the data in & out
Multi-language Support
Risk Suite supports number of languages and its flexibility allows us to adopt any languages
Yield Curve Fitting
Capablity to estimate a yield curve by leveraging a toolkit full of widely accepted techniques like Nelson-Siegel, Spline Interpolation etc.
What-if Analyses
Analyze the impact of various scenarios on client level or on portfolio level
Limits
Define global or specific limits based on portfolio, portfolio groups, traders, desks etc.
ETL Support
A dedicated ETL module with data enrichment, transformation and scheduling capabilities
Audit Trail
Comprehensive system logs stores all the details including who, what, when & where
Rich Position Coverage
Various types of loans, fixed income positions, derivatives, exotic options, collaterals & guarantees are all covered
Advanced Measures
Explore beyond VaR with advanced measures; Expected Shortfall, Kernel Smoothed VaR, Extreme Value
Active Directory / LDAP Integration
Use your operating system credentials to login