Razor Risk Technologies has released a Razor Basel II Trading Module that fully supports the Basel II Trading Book amendments. The module:
- utilises Razor’s high performance Monte Carlo simulation engine to calculate the EPE numbers required to a high level of accuracy in real time.
- provides full support for the complex tasks of ‘back-testing” the model, and stress testing - requirements that must be reliably met in order for the bank to receive and maintain its accreditation to use this approach.
The Basel II Trading Module can be fully integrated with Razor’s other risk management modules. This enables the Basel II regulatory requirements to be fully met and provides a platform for strategic internal Market and Credit Risk Management.
For further information, please contact us.