Risk Management for Banking’s more advanced, integrated and scalable infrastructure is necessary for adequately protecting the bank, the financial industry, investors and other stakeholders.
- Provides a high-quality, integrated risk data infrastructure that enables banks to measure exposure and risk across all risk types and books of business.
- Enables the distribution of incentives for consistent optimization of risk-adjusted returns throughout the organization.
- Covers the entire spectrum of risk types – including market, credit and liquidity risk.
- Allows for interdependencies between risk types and aggregates interrelated risks on a firmwide level using state-of-the-art risk analytics that incorporate a wide range of methods and models into the solution, along with simulation capabilities.
- Lets you calculate portfolio risks with respect to different risk measures, such as value-at-risk, expected shortfall, earnings-at-risk or liquidity-at-risk.
- Lets you calculate economic capital for the entire bank’s portfolio or at a user-defined cross-classification level, from which risk-adjusted performance measures can be derived.