Introduction to RiskGuard*
RiskGuard* is a comprehensive solution for management of credit, market and operational risk, fully compliant with Basel II standards and local regulatory requirements. In addition, RiskGuard* offers a set of ...
Credit Risk Module
The RiskGuard* Credit Risk Module covers basic and advanced calculations of different measures of credit risk, in accordance to Pillars 1 and 2 of Basel II: Calculation of credit risk exposures ...
ALM Module
The RiskGuard* ALM Module offers a set of tools for static and dynamic Asset and Liability Management: Structural breakdowns Computation of cash flow projections and maturity structure Calculation of the term structure of ...
Market Risk Module
The RiskGuard* Market Risk Module covers basic and advanced calculations of different measures of market risk, in accordance to Pillars 1 and 2 of Basel II: Calculation of positions and market ...
Operational Risk Module
The RiskGuard* Operational Risk Module covers calculations of different measures of operational risk, in accordance to Pillars 1 and 2 of Basel II: Calculation of operational risk exposures Calculation of operational risk ...
Trading Portfolio Module
The RiskGuard* Trading Portfolio Module is equipped with a range of tools for active risk management of the trading portfolio. These include: Overview of trading portfolio and its sub-portfolios Technical analysis Portfolio optimization Calculation ...
Regulatory Reporting Module
The RiskGuard* Regulatory Reporting Module covers a range of compliance reports in accordance with the local regulatory framework. Specifically, these tools include: Basel II reports Pillar 3 disclosure reports A comprehensive set of ...
Data Validation Module
The RiskGuard* Data Validation Module is a set of tools which controls the quality of data prepared for input from the data sources into the RiskGuard* Data Access Layer. This ...