• Product Overview
  • Base Architecture Module
  • Credit Risk Module
  • Market Risk Module
  • Limit Management Module
  • Economic Capital Module
  • Reporting Module
  • Razor Technology
• Solutions
  • Credit, Market & Liquidity Risk
  • Credit & Market Risk
  • CCP Risk Management
  • Limit Management
  • Stress and Scenario Testing
  • Capital Management
  • Margin Management
  • Risk Aggregation
  • Portfolio Replication Solution
  • Incremental Risk Charge
  • Basel II
  • CPSS-IOSCO
  • CVA Solution
  • Solvency II
• Why Choose Razor

Functions

Razor's Market Risk module provides all functionality required for regulatory and internal market risk management including:

• Value at Risk (VaR) reporting: calculation of VaR using either Historical Simulation or Monte Carlo simulation.
• Full drill-down: ability to drill down into the underlying scenarios, rates and positions providing full results transparency.
• External aggregation: ability to aggregate P/L results calculated externally from Razor for aggregation into the overall VaR results.
• Scenario analysis: extensive scenario analysis functionality including sensitivity analysis, OLAP reporting and Stress Testing.
• Back Testing: fully regulatory compliant Back Testing module including Theoretical P/L calculation.

The Razor Base Architecture module is a pre-requisite for the Razor Market Risk module.

For further information, please contact us.

Resources

White Paper: Achieving Accurate Value at Risk (VaR) Calculations

This paper examines the reasons behind the perceived failure of risk management up to and during the economic downturn. It also outlines how VaR can be a highly accurate measure if it can measure and factor in dynamic changes in the underlying portfolio holdings, ensuring that ‘non-normal’ events and cyclical macro-economic issues are taken into account.

Go to White Papers section to download this PDF