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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
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'RiskPro
Modules by Dendrit Risk Management'
- Risk
Based Legal Reporting (CAD, Market Risk)
- - General/Specific
Market Risk
- =>
Maturity Method
- => Duration
Method
- => Maturity
Ladder Approach
- - CAD Counterparty
Class
- => High Yield
- => Government
- => Qualifying
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