Market Risk Explorer
Assess market risk correctly, seize opportunities.
The Market Risk Explorer automates your market risk management: from consolidated market data through Monte Carlo simulations to stress tests and validation.
Overview
Automate market risk management with ease.
Market prices, interest rate risk, foreign currency risk and many other market factors: market risk is a broad field. The Market Risk Explorer makes it simpler, because it fully automates analyses and reporting. Data from different interfaces and data points is unified without any effort on your part.
The consolidated market data forms the optimal basis for Monte Carlo simulations. Combined with scenario analyses, stress tests and validation, the tool covers the entire market risk management process, and you meet the regulatory requirements for credit institutions. This frees up your team and lets you respond quickly to current market conditions.
From the Market Risk Explorer
10-day VaR by length of data history
Benefits
What the Market Risk Explorer offers you.
- Daily automatic calculations
- The current development of the portfolio is always visible
- Consolidation of missing data, risk elements and risk parameters
- Different cash flow calculations, operational and indirect
- Various simulation models
- Optional automatic or manual batch processing
- Calculations based on historical market data and portfolios
- Portfolio and market factor backtesting
- Easy search and application of stress periods
Highlight features
Three strengths that make the difference.
Cash flow calculations for different scenarios
Many illustrative cash flow examples form the basis for market and liquidity risk analyses, from calculating the interest rate balance to identifying portfolio improvements.
Numerous simulation models
Sensitive markets, changing risks, valuations for forecasts: a wide range of simulations for modeling, scenario analyses and stress tests help you assess market conditions correctly.
Validation included
Is your calculation accurate? The Market Risk Explorer validates your results for the best possible forecast, so you can identify risks and seize opportunities.
See for yourself.
Would you like to see the benefits of the Market Risk Explorer for yourself? We would be happy to present our tool to you in a live demo.
- You see the tool live in action.
- We answer your questions directly in the application.
- The demo is without obligation.