Atoti FRTB
Advanced analytics capabilities for the FRTB Standardised Approach and Internal Models Approach
Advanced analytics capabilities for the FRTB Standardised Approach and Internal Models Approach
Aggregation engine for the calculation of CVA risk capital requirements according to the SA-CVA and BA-CVA approaches
Calculators to compute common market risk metrics like VaR and Expected Shortfall
Monitor limits in real time and run what-if simulations and pre-deal checks. Build or define new limits to monitor on the fly. Drill down to
Slice, dice, filter and segment loans to identify patterns such as probability of default and investigate the cause of a change in the potential default
Match interest rate sensitive assets and liabilities and manage long-term risk, fluidly. We’ll help you create a negative interest rate scenario and look at the
Match your cash outflows with available liquidity sources within a certain time frame to meet your requirements. See funding gaps between assets and liabilities and
Run daily precise calculations and reconciliations of trade and position valuations.
Calculate and decompose risk drivers at any level and instantly see results. Anticipate the credit risk capital impact of new trades and deliver a precise
Integrate data from multiple sources and use in-memory database to produce non-linear calculations and multi-dimensional analysis of VaR, Cvar, HVaR, TVar, MVar, Stress VaR and