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Opics Risk Plus
By Martin | October 4, 2011
Opics Risk Plus is a risk analytics engine used by risk managers within their treasury and trading operations.
As a fully integrated risk management component within Opics Plus, enabling true straight through processing from front to back office, it reduces TCO (Total Cost of Ownership) for treasury and trading operations.
Opics Risk Plus delivers:
– real-time position updates covering all capital markets, derivatives and treasury instruments
– full range of Value at Risk (VaR) methodologies and backtesting
– credit loss simulation including Incremental Risk Charge (IRC) calculation
– extensive stress testing and sensitivity analysis
– portfolio benchmarking and performance analysis
– volatility and correlation estimation from times series data
– risk reporting integrated with front and back office information for complete risk transparency
– additional accounting valuation methods
| Database |
• MS SQL Server
• Oracle
• Sybase
|
| Language used |
• C#
• C++
|
| Operating system |
• Windows 2000
• Windows 2003
• Windows XP
|
| Pricing structure |
• Per seat
• Volume-based
|
| User interface |
• GUI
|
Topics: Software | No Comments »
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