Banks in today's world are pursuing a spectrum of tactical and strategic changes to their risk management strategies:

  • Improve transparency of risk exposures
  • Improve transparency on liquidity positions
  • Strengthen Governance
  • Realign Risk Apetite

The Intellect Market Risk Management solution is powered by 'Numerix', which enables banks to leverage best practices for risk used by them globally for comprehensive measurement and governance. It is a comprehensive risk management platform that supports rapid adoption of new risk measures and regulatory reporting requirements.

Key Features

  • Integrated with “Numerix – Global Leader in Risk Analytics” for comprehensive coverage across various Complex or Structured Products & Reliable Risk Models
  • Relationship based pricing and risk decision making enabled through Numerix's risk models and advanced analytics
  • Ability to monitor trading credit limits, calculate market prices and sensitivities for tighter controls and efficient reporting  
  • Provides comprehensive suite of risk metrics FS (Dv01), CTC, PSR, SR, EVA, MTM, EAR, VaR, Conditional VaR, GAP, duration complexity and supports Irregular Amortisations
  • Compliance with Basel III Liquidity Standards along with Stress Testing enables multiple calibrations for optimum 'Contingency Fund Planning'
  • Ready Risk Visualisations across Risk Types to enable Real Time Reporting and root cause analysis for improved capital allocation