2017

RISK MANAGEMENT

Measure your performance and mitigate risk

RISK MANAGEMENT

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CATRIM is helping you see risk, by bringing up-to- date risk figures, analysis and optimization tools to key decision makers across the trading and banking books

By providing a consistent quantification and measure of Risk, Credit, market and liquidity risk can be analyzed from one place, and regulatory capital, liquidity coverage ratios and stress tests can be managed to adapt to constant changes in regulation.

Functional Coverage

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SCENARIOS
Parallel market data shifts, Key Rate Duration, Stress Tests
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VAR CALCULATION
Historical, Parametric and Monte Carlo VAR, CVAR, Back testing
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REAL TIME REPORTING
What if analysis, Concentration And Exposures measures
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LIMITS MANAGEMENT
Limits exposure, concentration, Counterparty, Currency, Pre Deal Limit Check
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BANKING BOOK
IR Run-off, constant and dynamic Gap, Scenario of prepayment and redemption, non-maturing Deposit and equity value sensitivities
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LIQUIDITY RISK
Liquidity Gap, Liquidity Limits, Cash Flows Engine

Services

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    DATA
    Single and trusted source of real time market data
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    SALES & TRADING
    cross-asset front office Management
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    PORTFOLIO MANAGMENT
    Real Time Position Monitoring, High performance, Risk metrics...
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    RISK MANAGEMENT
    Risk metrics and controls, Limits Management
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    TREASURY
    Cohesive funding, trading and risk management.
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    DASHBOARDS/ REPORTING
    review performances, P&L Attribution and Expositions at a glance.
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