Acumen-net – Risk Management

Acumennet offers risk management tools to monitor and prevent counterparty risk, market risk and, to an extent, operational risk.

Additionally to the limit checking performed at pre-deal level, excess warnings are sent in real time to risk managers whenever a new transaction is breaching a limit or whenever global figures of a portfolio are reaching predefined limits. It supports tracking overflow at transaction level (e.g. maximum nominal per trader, spread between deal and market rates), portfolio level (volume, net position per currency, stop/loss limit, internal composition of portfolio or fund, etc.) and counterparty level (credit lines per counterparty, head office, country; settlement risk limits). Market risk analysis, e.g. GAP, VaR, Sensitivity analyses are also available.

Product and service specifications
Database
• MS SQL Server
• Oracle
• Sybase
Language used
• C
• C++
• Java
Operating system
• Windows 10
• Windows 2012
• Windows 7
• Windows 8 & 8.1
• Other
Pricing structure
• Per seat
• Other
User interface
• GUI
• Web
Tags:
Risk Management, Market Rsik, VaR, Sensitivity analysis