Finecus Risk Suite
Complete enterprise risk management.
Finecus Risk Suite offers a unified platform for Market Risk, ALM, Credit Risk, Regulatory Capital Calculations and IFRS 9. Its modular design allows our clients to either use it for one particular area or as an entreprise solution to capture all aspects. We continously expand the coverage of risk suite to address new regulations and requirements such as LCR, NSFR, IFRS 9, ICAAP, IRRBB, FRTB and so on
VaR Engine
Comprehensive model coverage including Historical Simulation, Monte Carlo Simulation and Parametric approaches with multiple variants
Exotic Options
Extendable pricing engine covers a wide range of the exotic options out-off-the-box such as barrier, binary, digital, asian, double barrier etc
Volatility Estimation
Use our volatility toolkit for calculating historical volatility with the state-of-the-art methods like EWMA, GARCH, Asymmetric GARCH and MA
Monte Carlo Simulation
Simulation techniques applied for VaR, Credit VaR and statistical analyses
Risk Data Warehouse
A single interface & a single source for all the data in & out
Yield Curve Fitting
Capablity to estimate a yield curve by leveraging a toolkit full of widely accepted techniques like Nelson-Siegel, Spline Interpolation etc.
ETL Support
A dedicated ETL module with data enrichment, transformation and scheduling capabilities
Audit Trail
Comprehensive system logs stores all the details including who, what, when & where
Rich Position Coverage
Various types of loans, fixed income positions, derivatives, exotic options, collaterals & guarantees are all covered