CompuRisk

Platform for management and control of market and credit risks, investment management and efficient portfolios

The CompuRisk platform addresses the needs of today’s financial institutions for financial risk management and control. The integration of market risk, credit risk, investment management and development of efficient portfolios into one, effective analytical engine guarantees consistency in the risk management process, minimizes errors and simplifies the platform experience

iMac 5K
Highlights
tech
Mathology
reports
Regulations
data
  • Market risk exposure (VaR and other indicators)
  • Credit risk exposure (VaR and other indicators)
  • Scenarios
  • ALM
  • Optimal investment strategy
  • Long and short term exposures
  • Dynamic Portfolio
  • Real-Time
  • Backtesting
  • Platform built in capabilities that allow complex actions at the press of a button – for example portfolio simulation
  • Sophisticated and intuitive interfaces that allow easy drill down capability
  • Rapid computational times critical for risk platforms
  • Reuse and partial calculation allows cutting computational times even for highly complex portfolios
  • Rapid interfacing with client systems and tailor-made ETL
  • Straightforward and intuitive tools for creation of complex hierarchical structures

Methodology foundation is derived from international standards and customized to fit the needs of local markets. Emphasis was made on internal consistency between configurations, for example providing tools for creating logical scenarios.

Advanced methodologies are included such as equities specific risk, changing credit spread etc.

  • Detailed statistical and error reports allow quick drill-down
  • Dynamic reports and report generator allow multiple report formats and charts
  • Calculation of portfolio risk report in real time for portfolio simulation
  • Exposure for insurance institutions
  • Exposure for financial institutions
  • Solvency Market Risk
  • Exposure for index funds
  • Tailor-made ETL allows high flexibility for data and portfolio formats
  • Handling of empty and default values
  • Consistency across different reporting methodologies
  • Detailed statistical and error reports allow quick drill-down
  • Intuitive interfaces
  • Automatic data connection and adaptation to local market data providers
  • Ability to work with full or partial database, including automatic update from data providers
  • Maintenance and views of historical market data