Comprehensive key risk figures, analysis and health checks
Our renowned risk service is a comprehensive service for a precise assessment of risks on product and portfolio level. The risk service is based on the UnRisk Factory and Engine solutions of the UnRisk consortium (MathConsult GmbH und uni software plus GmbH).
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The strength of the risk service is due to the possibility to assess all types of financial products precisely as well as the assessment of the portfolio risks considering correlation, hedging and currency effects. Besides the calculation numerous risk indicators on portfolio and product level, the risk service can also be used to conduct scenario and sensitivity analysis, Monte Carlo simulations and risk attribution analysis. All quantitative models of the risk service are designed and maintained by our experts.
The solution can be used as an on-premise or as a SaaS (Software as a service). The SaaS solution specifically is also suitable for smaller financial institution due to a simpler integration into existing system environments.
Precise assessment of portfolio correlations, currency effect and hedging. Supply of key figures such as volatility, Value at Risk (including contributions VaR, single risk factor VaR, Incremental VaR), stress tests.
Assessment of all product types including structured products as well as provision of different key risk figures such as volatility, Value at Risk, stress tests, PRC.
Risk attribution measurements using key figures such as single risk factor, grouping risk factor, all risk factor.
Freely configurable health checks such as scenarios analyses, sensitivity analysis, target achievement simulations, risk-return-analyses.
Integrated UnRiskOmega PRC module considering market, credit and liquidity risks of the financial product to classify product risks.
Integrated PRIIPs module to calculate the PRIIP risk and return key figures such as SRI and scenarios.
Robust and scalable solutions with different API interfaces for an easy exchange of data.
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