| RESEARCH | TRAINING | STRUCTURING | RISK MANAGEMENT | COMPLIANCE |
| MARKET RISK MANAGER |
SFG offers an enterprise-wide, credit and market risk solution that enables firms to provide sophisticated measurement, monitoring and control of risk across the enterprise.
Covering the broadest range of asset types the solution incorporates a complete range of advanced analytics including stress testing, simulation based scenario generation, sensitivity and VaR reporting, P&L and Backtesting. The open architecture makes it easy to add new products. It also enables users to compute a consolidated view of market risk as well as manage limits globally.
Benefits:
Advanced Risk Management
Advanced risk analytics, risk analysis
Powerful reporting capabilities – global risk dashboard
Enterprise Risk Management: consistent approach to market and credit risk
Compliance with internal and regulatory demands
Speed
Accurate real-time measurement of enterprise market risk
Faster and easier implementation – minimum reconciliation
Short time-to-market for new products
Efficiency
Cost efficient workflow operation
No pricing reconciliation; coherence between front office systems and risk management
Flexible 'out-of-the-box' regulatory reporting
Robustness
Scalable architecture offers the ability to manage year-on-year volume growth
Ability to cope with the growing complexity of scenarios and number
SFG offers an enterprise-wide, credit and market risk solution that enables firms to provide sophisticated measurement, monitoring and control of risk across the enterprise.
Covering the broadest range of asset types the solution incorporates a complete range of advanced analytics including stress testing, simulation based scenario generation, sensitivity and VaR reporting, P&L and Backtesting. The open architecture makes it easy to add new products. It also enables users to compute a consolidated view of market risk as well as manage limits globally.
Benefits:
Advanced Risk Management
Advanced risk analytics, risk analysis
Powerful reporting capabilities – global risk dashboard
Enterprise Risk Management: consistent approach to market and credit risk
Compliance with internal and regulatory demands
Speed
Accurate real-time measurement of enterprise market risk
Faster and easier implementation – minimum reconciliation
Short time-to-market for new products
Efficiency
Cost efficient workflow operation
No pricing reconciliation; coherence between front office systems and risk management
Flexible 'out-of-the-box' regulatory reporting
Robustness
Scalable architecture offers the ability to manage year-on-year volume growth
Ability to cope with the growing complexity of scenarios and number
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| CREDIT RISK MANAGER |
SFG offers a single, modular platform for credit management that consolidates exposures across multiple business units, and from multiple front-office systems covering all asset classes.
SFG control tool delivers real-time credit limit information and pre-deal decision support tools, across all risk types, to risk managers and the Front Office. The effects of netting and collateral are fully incorporated into the solution
SFG control tool incorporates Monte Carlo methodologies, taking into account portfolio ageing, for calculating Potential Future Exposure. All required Basel II counterparty exposure parameters are available: Expected Exposure, Effective Expected Exposure, Expected Positive Exposure and Effective Expected Positive Exposure.
The solution incorporates a portfolio Credit Risk model for measuring Credit Value-at-Risk that provides an accurate and dynamic calculation of credit reserve requirements and a systematic diversification of credit risk.
Benefits:
Real-Time Limit Management:
Manage credit and settlement limits in real time, over any geographical scale, across multiple front-office applications in one system
Manage counterparty data across multiple front-office applications
Ensure efficient, consistent and prudent use of firm-wide counterparty limits
Involve traders in limit management. KGR provides timely updates of exposures to traders and risk managers and enables them to manage limit excesses dynamically
Multiple methodologies
KGR supports several methodologies: Notional, Replacement Cost (mark-tomarket), PFE, linear and BIS.
Credit Value At Risk
Our Credit VaR module uses Monte-Carlo simulation to estimate portfolio loss in the event of counterparty’s default and/or credit rating migration.
Mitigate Credit Risk
Reduce credit exposure and use capitalmore efficiently with extensive credit exposure management features.
Flexible use of credit mitigation techniques: such as collateral management, netting and guarantees.
SFG tool integrates enterprise-wide collateral management in an automated workflow including:
SFG tool meets the regulator's demands for calculating and reporting capital adequacy for credit risk, including the requirements under the 'three pillars'.
Enterprise Risk Management
Consistent approach to market and credit risk Scalable architecture
SFG offers a single, modular platform for credit management that consolidates exposures across multiple business units, and from multiple front-office systems covering all asset classes.
SFG control tool delivers real-time credit limit information and pre-deal decision support tools, across all risk types, to risk managers and the Front Office. The effects of netting and collateral are fully incorporated into the solution
SFG control tool incorporates Monte Carlo methodologies, taking into account portfolio ageing, for calculating Potential Future Exposure. All required Basel II counterparty exposure parameters are available: Expected Exposure, Effective Expected Exposure, Expected Positive Exposure and Effective Expected Positive Exposure.
The solution incorporates a portfolio Credit Risk model for measuring Credit Value-at-Risk that provides an accurate and dynamic calculation of credit reserve requirements and a systematic diversification of credit risk.
Benefits:
Real-Time Limit Management:
Manage credit and settlement limits in real time, over any geographical scale, across multiple front-office applications in one system
Manage counterparty data across multiple front-office applications
Ensure efficient, consistent and prudent use of firm-wide counterparty limits
Involve traders in limit management. KGR provides timely updates of exposures to traders and risk managers and enables them to manage limit excesses dynamically
Multiple methodologies
KGR supports several methodologies: Notional, Replacement Cost (mark-tomarket), PFE, linear and BIS.
Credit Value At Risk
Our Credit VaR module uses Monte-Carlo simulation to estimate portfolio loss in the event of counterparty’s default and/or credit rating migration.
Mitigate Credit Risk
Reduce credit exposure and use capitalmore efficiently with extensive credit exposure management features.
Flexible use of credit mitigation techniques: such as collateral management, netting and guarantees.
SFG tool integrates enterprise-wide collateral management in an automated workflow including:
SFG tool meets the regulator's demands for calculating and reporting capital adequacy for credit risk, including the requirements under the 'three pillars'.
Enterprise Risk Management
Consistent approach to market and credit risk Scalable architecture
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| ALM RISK MANAGERS |
From daily cash flow reports to gap analysis and liquidity P&L, SFG tools provides risk managers with the tools to measure and analyze liquidity risk across the trading and banking book. By applying fund transfer pricing (FTP) methodologies to the banking book and standard valuation methodologies to the trading book, SFG tool ensures that the cash flows generated across the bank are consistent. Within TopOffice, these cash flows can be stressed with a variety of scenario analysis events that risk managers can combine to not only evaluate the liquidity risk profile of a bank in a business-as-usual scenario, but also analyze what the liquidity situation would be in a crisis event and to what extent contingency funding plans will be able to mitigate liquidity gaps in that scenario.
The solution is extensible with a cutting edge technical design allowing our customers to rapidly deploy the application, expand users and volume, and integrate into any additional upstream and downstream applications.
Benefits :
A single enterprise-wide view
Intra-day analysis
Ability to perform stress testing
Consistent risk and P&L views
Pre-defined reports
Robust data integration
From daily cash flow reports to gap analysis and liquidity P&L, SFG tools provides risk managers with the tools to measure and analyze liquidity risk across the trading and banking book. By applying fund transfer pricing (FTP) methodologies to the banking book and standard valuation methodologies to the trading book, SFG tool ensures that the cash flows generated across the bank are consistent. Within TopOffice, these cash flows can be stressed with a variety of scenario analysis events that risk managers can combine to not only evaluate the liquidity risk profile of a bank in a business-as-usual scenario, but also analyze what the liquidity situation would be in a crisis event and to what extent contingency funding plans will be able to mitigate liquidity gaps in that scenario.
The solution is extensible with a cutting edge technical design allowing our customers to rapidly deploy the application, expand users and volume, and integrate into any additional upstream and downstream applications.
Benefits :
A single enterprise-wide view
Intra-day analysis
Ability to perform stress testing
Consistent risk and P&L views
Pre-defined reports
Robust data integration