SYSTEM10 On-line Risk Analysis

SYSTEM10 On-Line Risk Analysis Package is a set of tools for analysing foreign exchange risks, interest rate risks and positions in real time. The module is available as a stand-alone product or as an optional module of SYSTEM10.

The analysis is based on the current position and it is possible to simulate deals, prices and base currencies in a quick and easy way. The module provides tools for analysing Assets & Liabilities risk as well as Value at Risk (VaR),convexity, options strategies, limits, price sensitivity and more.

The screens and graphs are simple to interpret and provide valuable information upon which risk management decisions can be based. The simulation and analysis capabilities of the module include:

Graphical examination of foreign exchange flows and maturity distribution.

Analysis of the individual or totaled cash flows of a number of differentcurrencies. These monetary amounts are denominated in any base currency and can be examined in numerical or graphical form.

Examination of open interest rate risks over a specific period.

Sensitivity analysis where changes in prices and yields can be monitored as well as changes in positions.

The possibility of examining positions in a multiple number of ways and perspectives.

Facilities for comparing positions to budgets and benchmarks.

Application of currency correlation coefficients, volatility, and exchange rates for Value at Risk for each of the currencies in terms of a user selected base currency and period of time.

Graphical presentation of convexity.

On-line limit system with global limit management.

On-line profit & loss calculations for different periods that is day, week, month, year, and etc.

On-line report generator presenting flexible reports instantly.