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| Integrated Risk Analytics | |||||||||||||||||
| Credit Risk | |||||||||||||||||
| Market Risk | |||||||||||||||||
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BoundaryRider Market Risk combines state of the art quantitative methods with clear-cut user defined pricing, product and reporting delivering a fully integrated Value at Risk system. BoundaryRider Market Risk meets the needs of both regulators and management. Yet, the system is straightforward to install, simple to maintain and easy to use. BoundaryRider’s flexibility and speed ensures complex analytic scenarios and quantitative outcomes are reduced to readily understood graphical or tabular reports suitable for distribution at all levels of risk and operational management. There is a facility for batching the daily reporting of all VAR, stress and BPV scenarios. |
BoundaryRider Market Risk calculates market risk VAR in a way that is consistent with credit risk exposure by using the same pricing, market rates, correlations and volatilities as the credit risk calculation. Calculation methods available include Historic Reporting, Monte Carlo and RiderNet (a fast proprietary method which is much more adept at handling products with non-linear payoffs than the traditional variance-covariance methods). |
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