PMS encompasses functionalities for market risks, counterparty risks, liquidity risks as well as operational risks and supports the user in identifying, measuring, assessing, evaluating, limiting, monitoring, controlling, reducing, eliminating, securing, transferring, attributing, visualising, reporting etc. risks.
Our modules enable the Value-at-Risk measurement based on the historical simulation approach, the structured Monte Carlo simulation as well as the parametric var/covar approach including backtesting. PMS not only offers Value-at-Risk for market, counterparty and liquidity risks but also implementations of additional models based on the literature for these risk areas, spread analyses being one of our strong points.
To minimise risks, our system supports collaterals, netting and hedging methods and provides dozens of standardised risk parameters but also further parameters and figures which allow for a flexible definition, accompanied by stress tests for FX, indices, interest, inflation, spreads, volatilities, correlations, ratings etc.
For more information, please contact our sales department, phone: +49(0)2 28-9 11 46-0 or email.