Know precisely where you stand at all times
Complete Overview of Consolidated RiskSimCorp Dimension offers a highly flexible solution that supports the risk management requirements of a modern investment management organisation. The system automatically generates an accurate and complete overview of your consolidated risk, so you know your risk profile at every point in the investment process.
Market risk calculations include:
- Classical key ratios such as duration for bonds and “Greeks” for options
- Portfolio exposure on different currencies, countries, ratings or counter parties
- A complete Monte Carlo value-at-risk model for mixed portfolios, including derivatives |
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Simulate Portfolio Risk ScenariosCalculated expected tracking error and delta vectors based on user-defined shocks can be monitored for portfolio/benchmark. The system’s integrated design makes it possible to simulate how investment decisions will affect portfolio risk before orders are released to the market.
Easy Monitoring of Total Exposure
Credit risk includes a completely user-definable tree structure for monitoring the total exposure against a counterparty, using elements such as settlement, issuer and country/currency risk. The result? You know exactly where you stand: head and shoulders above the competition. |
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