Solution Overview

Market Risk is related a set of quantitative measures that address market prices and rates changes having a financial impact on business activity results. It also addresses the economic capital required to sustain this business activity through market cycles, along with measures that test the validity of the assumption parameters of the risk measurement methods.

The most common measure of downside risk is Value at Risk, or VaR. It is based on the measurement of a distribution of portfolio value changes using a user defined time series of market data (prices and rates), and portfolio holding period.

RiskMonitor provides an architecture that allows clients to perform many different market risk measures in the form of Risk Versions. This also allows clients to have many simultaneous users performing risk measurement tasks concurrently, on a common set of data. In addition to providing Regulatory Compliant measures, like Stress, Back Testing and Risk Capital, RiskMonitor also offers additional distinctive measures, such as VaR by Risk Factors and Risk Factor Groups, Benchmark Variance VaR, Alpha, Beta, Correlations and R-Squared.

Changes in data and requirements are implemented in unrivaled speed and control, while AxiomSL’s versioning architecture preserves the old measures and their connection to old parameters and old data.

Resource Center

EBA publishes Opinion on transitional arrangements and credit risk...

The European Banking Authority (EBA) published today an Opinion on transitional arrangements and credit risk adjustments to mitigate the effect of the accounting standard IFRS 9 on prudential ratios...

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FINMA Publishes Circular On Credit Risks And Disclosure

The Swiss Financial Market Supervisory Authority FINMA has published the revised circular on credit risks and disclosure for banks. The regulations on credit risk capital requirements for banks...

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EBA consults on Guidelines on credit risk management practices and accounting...

The European Banking Authority (EBA) launched today a consultation paper on draft Guidelines on credit institutions' credit risk management practices and accounting for expected...

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Leading Spanish Bank Selects AxiomSL’s Strategic Analytics and Reporting...

AxiomSL’s enterprise-wide approach enhances analytics and controls throughout the organization while providing management with dashboards and internal and external reports...

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Awards


 
Asian Banker Award – Risk Management Awards 2016
Waters Rankings – Best Reporting System Provider
Waters Rankings – Best Reporting System Provider
RiskTech 100 2014 Category Winner Customer Satisfaction