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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'
- Definition of Scenarios
- - Constant
- - Forward
- - User defined
- Definiton of Strategies
- - Basic
- => Constraints/Targets
- => Remaining
Principal Due Modeling
- - Advanced
- => Prepayments
- => Sales
- Accounting per Scenario/Strategy
pair
- Budgeting
- Dynamic Monte Carlo
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