 |
Mid office risk management is vital for Banks and
is a mandatory requirement in BASELII recommendations.
MITIGET is a mid office risk management product,
which tracks position and value at risk over multiple
dimensions. It tracks risk exposure real time,
enabling the on-line control over multiple types
of limits stated in risk guidelines. An alert
engine with routing and escalation rules is the
key component of the product. Color-coded tickers
for CEO and CRO are available as well.
 |
Tracks portfolio by exposure,
stand-alone performance and relative performance
|
|
Tracks MTM and period
returns |
|
Has a comprehensive cash flow
definition module, modeling all dimensions
of cash flow as random variables |
|
Facilitates analysis of position,
return and market risk on multiple and flexible
dimensions such as industry, region, credit
rating, market cap and liquidity |
|
Facilitates dynamic grouping |
|
Supports risk policy definition
in terms of limits on both positions and value
at risk |
|
Supports two limits - soft and
hard limits |
|
Supports hierarchical and 'across
the board' concentration groups for limit
definitions |
|
Sensitivity and Scenario Analysis
|
More >>
More
about MITIGET
|
|
