|
Analysis
Modules
1)
Contract Data
2)
Market Data
3)
Accounting (Balance Sheet / P & L)
4)
Exposure (GAP, Value)
5)
Value At Risk (VAR)
6)
Funds Transfer Pricing (FTP)
7)
Capital Adequacy (CAD, Market Risk)
8)
Dynamic Simulation (Scenario/Strategy)
9)
Historical Analysis
10)
Legal Reporting (Credit Risk, Basel II)
11)
Total Risk Management Framework
|
'RiskPro
Modules by Dendrit Risk Management'
- Balance Sheet /
Income Statement
- Off Balance Sheet
/ Profit & Loss
- Bookkeeping &
FX Accounting Rules
- - Write-Off at the
Beginning
- - Write-Off
at the End
- - Linear
Write-Off up to Maturity
- - Linear Write-Off
up to Repricing
- - Constant Effective
Yield (AIBD)
- - Lower of Cost
or Market
- - Minimum Value
Principle
- - Marked to Market
|
