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
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