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RiskFreeTM -Risk Management |
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In the complex world of banking, finance and, especially, treasure and risk management,
risk of loss, or the potential of loss, is the single-most predominant consideration. |
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RiskFreeTM
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Financial Intermediaries continue to seek avenues to deploy funds in maturing markets,
whereby they are exposed to various risks in the marketplace. Riskfree is an effective
web-based risk management solution that enables implementation of Risk Control and
Mitigation initiatives. It provides:
- An understanding of Risks taken by an institution
- Measure Risk exposure of the organization at various levels
- Control Risk by implementing suitable strategies
KASTLE Risk Management (formerly Riskfree) is one of the sophisticated risk management
solutions in which transactions entered or cash flow components are used as a base
to arrive at a risk measure, known in the industry as the VaR number, covering most
markets, including, Forex, Fixed Income, Money, Equities and Derivates markets.
This feature-rich risk management solution computes VaR using best practices of
the industry, for Linear positions as in Plain Vanilla Spot Deals, or for Non-Linear
deals such as Futures and Options.
The methodologies, as per industry standards, include:
- Risk Metrics (as suggested by J P Morgan)
- Historic Simulation
- Monte Carlo variation of the simulation methodology
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Powerful features of this risk management solution include parameterization and
VaR computation at varying confidence levels for varied time horizons. It
can monitor
the effect of hedge transactions, calculate incremental VaR, and undertake Back
Testing and Stress Testing.
KASTLE Risk Management allows organizations seeking risk management solutions to
take premeditated decisions pertaining to current exposures, while optimizing profits
and minimizing costly errors due to lack of understanding of Risk issues.
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