Market Risk

Out-of-the-box Standardized approach for Market Risk making complicated matters easy

FRTB
Sensitivity Based Method
Default Risk Charge
Residual Risk Addon
Trading Book
FX Risk
GIRR
Commodity Risk
Equity Risk
Credit Spread Risk
CVA
Delta
Vega
Curvature

We got it covered

FRTB

Sensitivity Based Method

Default Risk Charge

Residual Risk Addon

Trading Book

FX Risk

GIRR

Commodity Risk

Equity Risk

Credit Spread Risk

CVA

Delta

Vega

Curvature

Basel.NXT

makes accurate measurement of your market risk exposure effortless while ensuring compliance with stringent regulations. Built for real-time risk monitoring through built-in models, risk aggregation, stress-testing and scenario analysis capabilities, the solution offers an intuitive path to internal and external reporting of the market risk exposure of the bank.

Sensitivity Based Method

FRTB SA

CVA

Pre-defined

aggregation scenarios

Guided UX

Banking Book / Trading Book

classification

Experience
the magic

Intuitive yet powerful

Implementation Approach