FundProcess Risk Management

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

  1. Flexibility: the “rule expression language” developed by FundProcess enables flexibility
  2. Centralization: it checks the central repository containing all the risk profile, custom and regulatory rules
  3. 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