Market risk management solutions

Market risk management solutions: 

The market risk management system is established to satisfy the requirements of external supervision and internal management of market risk, including data construction, engine measurement and application analysis. 

1. Achieve the integration of relevant data through the construction of market risk data mart, and data sources include: trading system, foreign exchange trading platform, integrated business reporting system, external market data (Reuters, Wind), etc. 

2. The engine computing is implemented through independent product from a third party, and the data transmission channel between data mart and computing engine is constructed to realize the data interaction. 

3. Data application and analysis presentation from the perspective of risk management assist in achieving several typical functions: data management module, valuation module, measurement module, return inspection module, quota management module, stress test module, counterparty credit risk measurement module... 

The solutions above have been deployed and applied in more than ten financial institutions, with the users covering state-owned, joint-stock, urban and rural commercial banks, as well as many Top 10 securities companies. 

The value of such system is mainly reflected in: 

1. Establishment of risk control system; 

2. Technology appreciation; 

3. Best management practices. 

Our advantages: 

1. Leading metrology engine product implementation experience in many industries: RiskMetrics, Mysis, Adaptiv, Algo, Murex; 

2. Experience in several market risk projects, including state-owned, joint-stock, urban and rural commercial Banks, and numerous Top 10 securities companies; 

3. The leading risk data mart can support a variety of risk related applications, and ensure good expansion and stability; 

4. Efficient calculating engine algorithm including VaR calculation and return test with large data concurrency achieves the rapid calculation speed and high efficiency.