Vertically deep, horizontally wide

Complete entreprise risk management.

Finecus Risk Suite

Our Risk Suite offers a unified platform for Market Risk, ALM, Credit Risk, Regulatory Capital Calculations and IFRS 9. Its modular design allows our clients to either use it for one particular area or as an entreprise solution to capture all aspects. We continously expand the coverage of risk suite to address new regulations and requirements such as LCR, NSFR, IFRS 9, ICAAP, IRRBB, FRTB and so on.

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

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