FundProcess Risk Management – managing the risk appetite and regulatory requirements. Our risk management system helps your risk manager keep portfolio risk profiles under control and allocations compliant with regulatory requirements.
Key benefits
- Flexibility: the “rule expression language” developed by FundProcess enables flexibility
- Centralization: it checks the central repository containing all the risk profile, custom and regulatory rules
- Knowledge integration: you can integrate your own algorithm-based risk assessment methods into the system
Key features
- Risk profile: monitors the regulatory and investment policy rules
- Global exposure: calculates the Value-at-Risk and the commitment to estimate the risk of loss and the hedging level of your portfolios
- Liquidity risk: ensures that portfolios always have sufficient liquidity to meet their liabilities
- SRRI: calculates the synthetic risk and reward indicator of your portfolios
- Concentration, credit risk: measures concentration and credit risks
- Collateral management: monitors the portfolio collateral risk
