• 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

The European Union Solvency II Directive is due to be implemented by 2012. Covering over 30 countries it is the biggest ever exercise in establishing a single set of rules governing insurer creditworthiness and risk management.

For companies its impact is far-reaching. It is not simply about the technical calculation of capital reserves, but also about each company's approach to risk management - from strategic decision-making to ensuring that all employees understand their responsibility for risk.

Razor is a comprehensive risk management solution that brings together asset and liability projections within a consistent yet agile framework. Through our distributed asset simulation engines, clients have access to Razors comprehensive and fast asset pricing coverage. Liability projections can be imported from either in house or third party projection systems.

Razor offers an extensive and proven array of risk analytics from probabilistic measures such as VaR and Expected Shortfall to stress testing measures such as user-defined risk factor shocks and correlation shocks. It also offers a variety of analytical sensitivity measures such as durations, convexities, Greeks and PV01s. All risk measures can be applied to any portfolio, aggregated group or individual positions.

For further information, please contact us.