RiskMate - Financial Risk Management

An integrated risk management system combining the Front, Back and Middle Office functions for treasury operations. Both, fixed Income and money market securities are managed.

• Seamlessly Integrated Treasury Management System combining Front Office, Back Office and Middle Office functions for treasury operations
• State-of-the-art Risk Management methods

Integration & Interfaces

• Integration of Retail Banking and Treasury Data for ALM Reports
• Interfaced with Reuters, NDS and data upload facility for the FIMMDA and NSE.

Pre Trade Support

• Evaluation stage deals are allowed to be entered thus helping users to analyze the effects of the new trade on existing portfolio before actually finalizing the deal.

RiskMate Preview

Treasury Operations

• Provides Dynamic Portfolio definition for Risk Management analysis
• Provides facility to create its own Term Structures (Yield Curves) in various formats like Simple curves, Bootstrapped curves and Combination Curves using the curve fitting methods
  - Bradley Crane
  - Nelson Siegel Method
• Mark to Market activity can be done by using two methods
  - Latest Market Price
  - NPV – Discounted Cash Flow Method
• Provides Sensitivity Analysis (What If Analysis) on portfolio valuation for various interest rate scenarios
  
• System provides an inbuilt module for Value at Risk. VaR is calculated using either of
  - Cash Flow Mapping Method
  - Simulations
  - Variance and Co-Variance
• Approach without simulation.
• User can calculate Incremental VaR, Marginal VaR, Component VaR (User defined Exposure)
• Providing the Equity Portfolio Optimization (Cut-Off Rate Method), system answers the following:
  - Out of given securities which to be chosen for?
  - What is the Percentage of investment in each of the selected scrip?
  
• RiskMate back office provides Multiple Portfolio Trading System.
• User can attach any one of trade gain computation methods for Portfolio Accounting from
  
  - LIFO, FIFO, MAX LOSS, MAX PROFIT, AD HOC, WT. AVG

• Primary Market Operations like Bidding and auctions are supported for Govt. securities.
• Portfolio Transfer methods providing alternative of Book Rate, Market Rate, Holding Rate.
  
• Various types of Gap Reports (Maturity, Duration, Rate) can be drawn from the system
  - Breakeven Report (Simple and Cumulative bucket)
• User can calculate Regulatory reports to be submitted to RBI – Structural Liquidity, Rate Sensitivity, Short Term Dynamic Liquidity
  
• Analyzing Interest Rate Risk on banking book system provides
  - Net Interest Income calculations with What-If analysis
  - Reprising Schedules and Rate Gaps
• Parameterized Corporate action model supports
  
  - Conversion, Consolidation, Splits, Redemption, Merger, and Take over, Rights, Bonus
• Switch Deals
• Amortizations (appreciation and depreciation in securities)
• Provisioning
  
• Parameterized Accounting System associated with it.
  - Market Value of Equity
• Off - Balance Sheet Exposures reports
• Credit Risk Model comprising Altman’s Z Score Method
• A tool for Ratio Analysis
  - GL – GL Ratios
  - GL – Individual Account Ratio
• NIBM ALM Reports for Branch Operations

Deal Life Cycle

• Foreign Exchange Treasury Modules
• Derivatives Trading System
• Accounting using FAS 133
• Messaging System – SWIFT