Robust software capable of performing either using the Free of License SQL Express or the Standard edition of Microsoft, when available.
|
|
- Gavin Wells
- 8 years ago
- Views:
Transcription
1 Paragon PRODUCT BRIEF - In a world of increasing regulatory controls, Advent Axys clients can accommodate their needs both in terms of Market Risk exposure monitoring as well as those of riskrelated Regulatory-required-Reporting, via our state-of-the-art Risk Management software, Paragon Risk. What makes Paragon unique? Seamless Integration with Advent`s Axys Robust software capable of performing either using the Free of License SQL Express or the Standard edition of Microsoft, when available. Delivering Risk Measurement and Management innovative functionality for the buy-side sector, well suited for Axys clients, such as Asset and Fund Managers, Private and Wealth Managers, Hedge Funds, as well as Family Offices and Private Advisors. Powerful Regulatory Reporting examples targeting risk-related compliance for Basel II, MiFID, UCITS, OPERA, Form PF, ΑΙFMD requirements. Maximum two weeks for Implementation and GO LIVE Advanced Risk Evaluation through Calculation Methodologies such as Monte Carlo Simulation, Parametric and Historical Simulation. Calculation of several VaR related measures such as: Marginal and Component VaR along with Tracking Error, Expected Shortfall, Diversification Benefit and Portfolio Distribution Moments. Credit Rating Risk incorporation in the calculation of all the above measures when needed. Multiple decision support tools like Stress Testing, Back Testing and What-if Scenarios. Risk Decomposition into all available Classifications (asset classes, sectors, risk countries, etc) as defined in your AXYS environment. Custom Volatilities-Correlation Price-Sets and predefined volatile period scenarios. On-Demand and Scheduled Risk Calculation and Report generation. High Security Standards, Single Sign-on, Auditing and multiple Authorization & Authentication levels. Copyright Klarity Risk Ltd 1
2 Key Features Paragon s prime functionality is the calculation of Value-at-Risk (VaR) through both market approaches Ex-Post and Ex-Ante. Ex-Post VaR is calculated through the Historical Simulation method which assumes that the distribution of future returns is identical to the distribution of past returns. On the other hand, according to the Ex-Ante approach, VaR is also calculated by assuming that asset returns are independent and follow a normal distribution. By calculating each asset's volatility and the inter-asset correlations the Risk Manager is able to calculate Value-at-Risk by either applying the Parametric method, which calculates VaR through fast analytical formulae, or the Monte-Carlo simulation method, which captures non-linear instrument risk as well as Credit Rating Risk. The latter takes into account the credit rating of the counterparty as well as historically observed credit rating migration likelihoods to estimate possible losses due to shifts in the credit quality of counterparties. The Monte-Carlo method is also used for the calculation of several VaR related measures. Marginal VaR and Component VaR can be used in order to identify the prime risk factors affecting the portfolio, while Expected Shortfall shows the expected portfolio loss if a bad scenario does indeed take place. Lastly, Relative VaR along with Tracking Error measure how closely the portfolio's risk relates to a given benchmark. Useful features like Back Testing, where the accuracy of the model is assessed, and the possibility of filling in missing data are also included. Copyright Klarity Risk Ltd 2
3 Additionally, Paragon includes Stress Testing, through which the user can simulate changes into certain risk factors and view the impact on the portfolio value. Moreover, features like What-if Scenarios, which show the Value-at-Risk change upon including certain positions in a given portfolio, and Diversification Benefit, which shows the risk gains due to investing to different assets, are very useful tools in terms of helping the Risk Manager minimize the portfolio's risk. Lastly, Variance Reduction Techniques have been applied to the Monte-Carlo framework which vastly reduced computational times while maintaining the calculations' precision at the same level. Instrument Coverage A wide range of security types are supported: Stocks, Forwards, Futures, Fixed and Floating Rate Bonds, Inflation Linked Bonds, Bond Futures, Floating Rate Agreements, Interest Rate Swaps, Foreign Exchange Swaps and European Options. The use of analytical pricing formulae, which are used for the valuation of the aforementioned derivative prices and sensitivities, as well as the mapping of interest rate products to deterministic future cash flows, which are then modeled using zerocoupon yield curves, render our model the perfect combination between accuracy and parsimony. Integration Paragon is fully integrated with the latest versions of the Advent Axys Platform. After an initial configuration process, during the first installation of the application, only the new or updated data will be imported during each new synchronization process verifying the integrity of the data. This process will be managed using an intermediate database, ensuring data integrity, either on demand or as a scheduled task while every step of the process is automatically being recorded into audit logs. Moreover, the platform utilizes single sign-on, integrated reporting as well as automated database integration. Last, all risk evaluation methodologies have been tailor made to the available Axys data, in order to achieve maximum integration. Copyright Klarity Risk Ltd 3
4 Single Sign-On Technology Paragon supports single sign on technology that allows you to have one unique username & password for all enterprise applications. Additionally, since the specific SSO works with the windows domain user credentials, you will only have to type the specific username & password only once to access all related applications, including Advent Axys. Paragon Auditing All system and user operations, from the stage of receiving the primary data through the subsystem Paragon Receptor, the stage of calculations through the subsystem Paragon Calculator and the stage of parameter changes through the subsystem Paragon Web Application (UI) are audited and stored in the Paragon Auditing Database. The option to retrieve audited information is available to the System Administrator. Additionally, the system incorporates the following additional components that make it stand out: Intelligent Package Manager, that supports installation/removal of software updates. License Manager that provides the ability to manage licenses, software, clients and connections between them. Layered Administrator s configuration. Three administration layers exist in the system according to the importance and relevance of the setting (Application, System and Global). Reporting A number of user reports are available in the system which can be customized and easily changed. These Reports range from the Histogram report, which enables the user to visualize the portfolio returns distribution, to the Risk Decomposition report, where the user is able to identify high Risk exposures to certain portfolio components. In addition to Paragon s standard reports, the application come along with a set of dashboard-like compound regulation sample reports (Basel, Opera, UCITS, Form PF, AIFMD). These are available using the advanced Paragon`s calculation engine and the MSSQL reporting functionality. Since the application`s core reporting engine is based on the Microsoft SSRS Reporting component of Microsoft SQL server, Paragon can accept and share to third party applications any custom SSRS report that uses its functions. Copyright Klarity Risk Ltd 4
5 Paragon Archiving An archiving system layer is responsible to extract database records and structure and store them to the archive database. The System Administrator must define the frequency of the archiving, the cut-off date, and the naming convention of the archive databases. Technology Paragon is a web-based application that it is developed using state-of-the-art Microsoft-based frameworks and applications. The technical requirements listed below depend on the client s access to SQL setup and it is meant as either/or only. Free SQL Express Setup Microsoft.Net framework 4.0 Microsoft Silverlight 4.0 MVC 3.0 Microsoft SQL Express Edition (2008 R2+) IIS 6.0+ SQL Standard or Enterprise Setup Microsoft.Net framework 4.0 Microsoft Silverlight 4.0 MVC 3.0 Microsoft SQL Standard Edition (2008 R2+) IIS 6.0+ For More Information Contact your KlarityRisk representative, at info@klarityrisk.com About Klarity Risk KlarityRisk provides software applications and services to measure Market Risk and minimize integration/operational risk while focusing on Advent Software clients. All KlarityRisk products are fully integrated to Advent Software Asset Management suite of applications. We aim to provide our clients with stable, technologically advanced solutions to accommodate on-time, accurate market risk measurement and reporting. 148 Leadenhall Str. London EC3V 4QT United Kingdom Telephone: +44 (0) / info@klarityrisk.com Website: Copyright 2014 KlarityRisk S.A. All rights reserved. Information subject to change without notice. Paragon, the Paragon logo, are registered trademarks of KlarityRisk S.A. All other products or services herein are trademarks of their respective companies. Copyright Klarity Risk Ltd 5
Contents. List of Figures. List of Tables. List of Examples. Preface to Volume IV
Contents List of Figures List of Tables List of Examples Foreword Preface to Volume IV xiii xvi xxi xxv xxix IV.1 Value at Risk and Other Risk Metrics 1 IV.1.1 Introduction 1 IV.1.2 An Overview of Market
More informationAPT Integrated risk management for the buy-side
APT Integrated risk management for the buy-side SUNGARD S APT: INTEGRATED RISK MANAGEMENT FOR THE BUY-SIDE SunGard APT helps your business to effectively monitor and manage its investment risks. Whatever
More informationIBM Algo Asset Liability Management
IBM Algo Asset Liability Management Industry-leading asset and liability management solution for the enterprise Highlights The fast-paced world of global markets presents asset and liability professionals
More informationALIGNE Credit Risk Management
ALIGNE Credit Risk Management ALIGNE CREDIT RISK EFFECTIVELY MANAGE CREDIT MONITORING, ANALYSIS AND REPORTING Counterparty credit worthiness, as well as internal credit monitoring, are becoming increasingly
More informationFixed income portfolio management and analytics
Fixed income portfolio management and analytics Solution insight Fixed income portfolio management and analytics Obtain a unified view of the investment process to make timely and informed trading decisions
More informationMANAGE RISK WITH CONFIDENCE
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ENTERPRISE RISK Bloomberg Trading Solutions MANAGE RISK WITH CONFIDENCE >>>>> SHARPEN YOUR VIEW Managing risk is more critical than ever. And more
More informationImplementing Reveleus: A Case Study
Implementing Reveleus: A Case Study Implementing Reveleus: A Case Study Reveleus is a state of the art risk management tool that assists financial institutions in measuring and managing risks. It encompasses
More informationServices and Capabilities. Financial Risk Management
Services and Capabilities Financial Risk Management Our team of experts offers an unmatched combination of economic credentials, industry expertise, and testifying experience. Financial Risk Management
More informationWealth Management. Asset Management. Fund Administration. Internet Access: Wealth Advisor. Independent Financial Advisor. Treasury.
Wealth Management Asset Management Fund Administration Internet Access: Wealth Advisor Independent Financial Advisor Treasury Trading Credit Management & Margin Trading Core Operations S Y S T E M O V
More informationRisk Management for Fixed Income Portfolios
Risk Management for Fixed Income Portfolios Strategic Risk Management for Credit Suisse Private Banking & Wealth Management Products (SRM PB & WM) August 2014 1 SRM PB & WM Products Risk Management CRO
More informationCA SiteMinder SSO Agents for ERP Systems
PRODUCT SHEET: CA SITEMINDER SSO AGENTS FOR ERP SYSTEMS CA SiteMinder SSO Agents for ERP Systems CA SiteMinder SSO Agents for ERP Systems help organizations minimize sign-on requirements and increase security
More informationMarket Risk Capital Disclosures Report. For the Quarter Ended March 31, 2013
MARKET RISK CAPITAL DISCLOSURES REPORT For the quarter ended March 31, 2013 Table of Contents Section Page 1 Morgan Stanley... 1 2 Risk-based Capital Guidelines: Market Risk... 1 3 Market Risk... 1 3.1
More informationAsset Liability Management for Insurance Companies
e-learning and reference solutions for the global finance professional Asset Liability Management A comprehensive e-learning product covering Global Best Practices, Strategic, Operational and Analytical
More informationOrtec Finance Financial Risk Management for Pension Funds. Sacha van Hoogdalem Loranne van Lieshout Elske van de Burgt Martijn Vos Ton van Welie
Ortec Finance Financial Risk Management for Pension Funds Sacha van Hoogdalem Loranne van Lieshout Elske van de Burgt Martijn Vos Ton van Welie Contents 1 Introduction 2 2 Risk Management 3 3 Investment
More informationHP Software as a Service. Federated SSO Guide
HP Software as a Service Federated SSO Guide Document Release Date: July 2014 Legal Notices Warranty The only warranties for HP products and services are set forth in the express warranty statements accompanying
More informationCITIGROUP INC. BASEL II.5 MARKET RISK DISCLOSURES AS OF AND FOR THE PERIOD ENDED MARCH 31, 2013
CITIGROUP INC. BASEL II.5 MARKET RISK DISCLOSURES AS OF AND FOR THE PERIOD ENDED MARCH 31, 2013 DATED AS OF MAY 15, 2013 Table of Contents Qualitative Disclosures Basis of Preparation and Review... 3 Risk
More informationORACLE FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTRUCTURE
ORACLE FINANCIAL SERVICES ANALYTICAL APPLICATIONS INFRASTRUCTURE KEY FEATURES Rich and comprehensive business metadata allows business users to interact with financial services data model to configure
More informationAbstract. Definio Reply. Scenario. Solution DEFINIO SERVICE. Interactive Analysis & Dashboards. Analysis & Reporting. Definio Financial Advisor
Abstract Definio Reply is a financial software platform capable of directing the demands relative to the management, analysis and reporting of financial instrument portfolios. Definio Reply represents
More informationEnterprise Risk Management
Enterprise Risk Management Enterprise Risk Management Understand and manage your enterprise risk to strike the optimal dynamic balance between minimizing exposures and maximizing opportunities. Today s
More informationIBM Cognos Controller
IBM Cognos Controller Accurate, auditable close, consolidation and reporting in a solution managed by the office of finance Highlights Provides all close, consolidation and reporting capabilities Automates
More informationCalculating VaR. Capital Market Risk Advisors CMRA
Calculating VaR Capital Market Risk Advisors How is VAR Calculated? Sensitivity Estimate Models - use sensitivity factors such as duration to estimate the change in value of the portfolio to changes in
More informationAsset Liability Management
e-learning and reference solutions for the global finance professional Asset Liability Management A comprehensive e-learning product covering Global Best Practices, Strategic, Operational and Analytical
More informationManaging risk in a new world. Navigating the five major hurdles for hedge funds
Managing risk in a new world Navigating the five major hurdles for hedge funds 2 Managing Risk in a New World Risks Hedge funds are responding to new regulatory reporting requirements and investor demand
More informationMarket Risk Analysis and Portfolio Management
Market Risk Analysis and Portfolio Management mail@risk-o.com www.risk-o.com CVaR Expert 2.0 System overview CVX Connectivity Capture market and portfolio data from multiple sources simultaneously (Oracle,
More informationSeparately managed accounts
FOR INSTITUTIONAL/WHOLESALE/PROFESSIONAL CLIENTS AND QUALIFIED INVESTORS ONLY - NOT FOR RETAIL USE OR DISTRIBUTION Separately managed accounts A J.P. Morgan Global Liquidity solution Separately managed
More informationPOINT Innovative Multi-Asset Portfolio Analysis
Index, Portfolio and Risk Solutions POINT Innovative Multi-Asset Portfolio Analysis The Difference Is Clear POINT: Dynamic Decision Support Flexible portfolio and index reporting Draw from our vast database
More informationOptimization applications in finance, securities, banking and insurance
IBM Software IBM ILOG Optimization and Analytical Decision Support Solutions White Paper Optimization applications in finance, securities, banking and insurance 2 Optimization applications in finance,
More informationPRIMETERMINAL. Your personalised financial desktop
PRIMETERMINAL Your personalised financial desktop YOUR PERSONALISED FINANCIAL DESKTOP PRIMETERMINAL DECISION SUPPORT FOR INVESTMENT ADVISORS AND ASSET MANAGERS With the volume and complexity of investment
More informationActuarial Risk Management
ARA syllabus Actuarial Risk Management Aim: To provide the technical skills to apply the principles and methodologies studied under actuarial technical subjects for the identification, quantification and
More informationHEDGE FUND PORTFOLIO MANAGEMENT FRONT ARENA
HEDGE FUND PORTFOLIO MANAGEMENT FRONT ARENA FRONT ARENA FOR HEDGE FUNDS REAL TIME PORTFOLIO AND RISK MANAGEMENT The pressure has never been higher to find software solutions able to adapt to the changing
More informationSecurity Services. Benefits. The CA Advantage. Overview
PRODUCT BRIEF: CA SITEMINDER FEDERATION SECURITY SERVICES CA SiteMinder Federation Security Services CA SITEMINDER FEDERATION SECURITY SERVICES EXTENDS THE WEB SINGLE SIGN-ON EXPERIENCE PROVIDED BY CA
More informationAVANTGARD Treasury, liquidity risk, and cash management. White Paper FINANCIAL RISK MANAGEMENT IN TREASURY
AVANTGARD Treasury, liquidity risk, and cash management White Paper FINANCIAL RISK MANAGEMENT IN TREASURY Contents 1 Introduction 1 Mitigating financial risk: Is there an effective framework in place?
More informationTrusted by the Market. Driven by You. www.yieldbook.com. We stop at nothing. Portfolio analysis and risk management
Trusted by the Market. Driven by You. www.yieldbook.com We stop at nothing. The is the trusted and authoritative source for fixed income analytics that enables market makers and institutional investors
More informationPERFECTIon In detail. TREASuRy And RISk MAnAgEMEnT
PERFECTIon In detail. TREASuRy And RISk MAnAgEMEnT SAP TREASuRy & RISk MAnAgEMEnT STRAIghT-ThRough PRoCESSIng of FInAnCIAL InSTRuMEnTS And A ModERn FInAnCIAL RISk MAnAgEMEnT SAP Treasury & Risk Management
More informationMod 2: User Management
Office 365 for SMB Jump Start Mod 2: User Management Chris Oakman Managing Partner Infrastructure Team Eastridge Technology Stephen Hall CEO & SMB Technologist District Computers 1 Jump Start Schedule
More informationPortfolio performance and risk analysis solutions. A one-stop solution for all your client reporting, performance, attribution and risk needs
Portfolio performance and risk analysis solutions A one-stop solution for all your client reporting, performance, attribution and risk needs UNDERSTAND and explain your performance You need to be able
More informationNUCSOFT. Asset Liability Management
NUCSOFT Asset Liability Management ALM Overview Forecasting, Budgeting & Planning Tool for Advanced Liquidity Management & ALM Analysis & Monitoring of Liquidity Buffers, Key Regulatory Ratios such as
More informationGUARDIAN asset management software. Solutions. The safe partner for your business
Portfolio Management GUARDIAN Solutions The safe partner for your business Swiss-Rev is a company with a high degree of specialisation and flexibility in software solutions for the financial sector. Our
More informationIBM Cognos 8 Controller Financial consolidation, reporting and analytics drive performance and compliance
Data Sheet IBM Cognos 8 Controller Financial consolidation, reporting and analytics drive performance and compliance Overview Highlights: Provides all financial and management consolidation capabilities
More informationROYAL LONDON ABSOLUTE RETURN GOVERNMENT BOND FUND
ROYAL LONDON ABSOLUTE RETURN GOVERNMENT BOND FUND For professional investors only A NEW OPPORTUNITY Absolute return funds offer an attractive, alternative source of alpha outright or as part of a balanced
More informationMashup Sites for SharePoint 2007 Authentication Guide. Version 3.2.1
Mashup Sites for SharePoint 2007 Authentication Guide Version 3.2.1 Copyright Copyright 2012, JackBe Corp. and its affiliates. All rights reserved. Terms of Use This documentation may be printed and copied
More informationMashup Sites for SharePoint 2007 Authentication Guide. Version 3.1.1
Mashup Sites for SharePoint 2007 Authentication Guide Version 3.1.1 Copyright Copyright 2010-2011, JackBe Corp. and its affiliates. All rights reserved. Terms of Use This documentation may be printed and
More informationBANCWARE FOCUS ALM. Managing Risk Across Your Balance Sheet
BANCWARE FOCUS ALM Managing Risk Across Your Balance Sheet BANCWARE FOCUS ALM BETTER INFORMATION AND ANALYSIS MEANS BETTER DECISIONS. MANAGING THE RISK ON THE BALANCE SHEET TODAY REQUIRES DILIGENCE AND
More informationRisk Based Capital Guidelines; Market Risk. The Bank of New York Mellon Corporation Market Risk Disclosures. As of December 31, 2013
Risk Based Capital Guidelines; Market Risk The Bank of New York Mellon Corporation Market Risk Disclosures As of December 31, 2013 1 Basel II.5 Market Risk Annual Disclosure Introduction Since January
More informationSingle Sign-on Configuration for SharePoint Integration
Single Sign-on Configuration for SharePoint Integration Version 5.3 SP4 March 2007 Copyright 1994-2007 EMC Corporation. All rights reserved. Table of Contents Preface... 7 Chapter 1 Windows SharePoint
More informationHOCH CAPITAL LTD PILLAR 3 DISCLOSURES As at 1 February 2015
HOCH CAPITAL LTD PILLAR 3 DISCLOSURES As at 1 February 2015 TABLE OF CONTENTS 1. Overview / Background 1.1 Introduction 1.2 Frequency of disclosure 1.3 Location and verification of disclosure 1.4 Scope
More informationWhite paper December 2008. Addressing single sign-on inside, outside, and between organizations
White paper December 2008 Addressing single sign-on inside, outside, and between organizations Page 2 Contents 2 Overview 4 IBM Tivoli Unified Single Sign-On: Comprehensively addressing SSO 5 IBM Tivoli
More informationRobust Asset Allocation Software
Morningstar EnCorr Robust Asset Allocation Software Institutions worldwide use Morningstar EnCorr to research, create, analyze, and implement optimal asset allocation strategies within a single software.
More informationSTATISTICA Solutions for Financial Risk Management Management and Validated Compliance Solutions for the Banking Industry (Basel II)
STATISTICA Solutions for Financial Risk Management Management and Validated Compliance Solutions for the Banking Industry (Basel II) With the New Basel Capital Accord of 2001 (BASEL II) the banking industry
More informationHow To Manage Risk With Sas
SOLUTION OVERVIEW SAS Solutions for Enterprise Risk Management A holistic view of risk of risk and exposures for better risk management Overview The principal goal of any financial institution is to generate
More informationLinedata Global Hedge. Operational power in your hands
Linedata Global Hedge Operational power in your hands In the hedge fund market, the quest for Alpha continues The challenges you face are greater than ever. Increased investor requirements mean that robust,
More informationStructure and Main Features of the RIT Market Simulator Application
Build 1.00 Structure and Main Features of the RIT Market Simulator Application Overview The Rotman Interactive Trader is a market-simulator that provides students with a hands-on approach to learning finance.
More informationUpdate and Installation Guide for Microsoft Management Reporter 2.0 Feature Pack 1
Update and Installation Guide for Microsoft Management Reporter 2.0 Feature Pack 1 Microsoft Corporation Published: December 2010 Microsoft Dynamics is a line of integrated, adaptable business management
More informationIntroduction to SAS Risk Management
Introduction to SAS Risk Management SAS EMEA Strategy Mika Hakuni Agenda! Introductions! Some perspectives! What is SAS Risk Management?! Summary About data and analytics About reporting Reporting is one
More informationPC-Duo Web Console Installation Guide
PC-Duo Web Console Installation Guide Release 12.1 August 2012 Vector Networks, Inc. 541 Tenth Street, Unit 123 Atlanta, GA 30318 (800) 330-5035 http://www.vector-networks.com Copyright 2012 Vector Networks
More informationCALYPSO ENTERPRISE RISK SYSTEM
1 CALYPSO ENTERPRISE RISK SYSTEM Dr Philip Symes Introduction 2 Calypso's Enterprise Risk Service (ERS) is part of their Front-to-Back software system. Calypso ERS provides the Middle Office risk function.
More informationEnterprise Infrastructure for Consistent Pricing and Risk Analytics
Enterprise Infrastructure for Consistent Pricing and Risk Analytics How technological innovations are intersecting with financial industry trends to bring about next generation analytics infrastructure
More informationSAML Security Option White Paper
Fujitsu mpollux SAML Security Option White Paper Fujitsu mpollux Version 2.1 February 2009 First Edition February 2009 The programs described in this document may only be used in accordance with the conditions
More informationRegulatory and Economic Capital
Regulatory and Economic Capital Measurement and Management Swati Agiwal November 18, 2011 What is Economic Capital? Capital available to the bank to absorb losses to stay solvent Probability Unexpected
More informationPricing across bonds, CDS and loans, as well as equity volatility data and securities lending data for stocks and bonds
Pricing Data Pricing across bonds, CDS and loans, as well as equity volatility data and securities lending data for stocks and bonds Complete transparency, with detailed information relating to methodology
More informationCredit Risk Stress Testing
1 Credit Risk Stress Testing Stress Testing Features of Risk Evaluator 1. 1. Introduction Risk Evaluator is a financial tool intended for evaluating market and credit risk of single positions or of large
More informationManaging Counterparty Credit Risk through CVA. Karin Bergeron Director, CVA Trading
Managing Counterparty Credit Risk through CVA Karin Bergeron Director, CVA Trading Agenda 1. Background 2. Motivation for CVA desk 3. Organization/Mandate of CVA desk 4. Pre-trade/Deal-time pricing of
More informationSubject ST9 Enterprise Risk Management Syllabus
Subject ST9 Enterprise Risk Management Syllabus for the 2015 exams 1 June 2014 Aim The aim of the Enterprise Risk Management (ERM) Specialist Technical subject is to instil in successful candidates the
More informationAdvent Software. Advent Software. Innovative Solutions for Investment Management
Advent Software Advent Software Innovative Solutions for Investment Management Innovation & Proven Reliability Since 1983 Setting the Standard for Investment Technology 25 Years of Innovation Advent pioneered
More informationGFI Product Guide. How to create a new SQL Server Instance in Microsoft SQL Server 2012 and SQL Server Express
GFI Product Guide How to create a new SQL Server Instance in Microsoft SQL Server 2012 and SQL Server Express The information and content in this document is provided for informational purposes only and
More informationCreating IBM Cognos Controller Databases using Microsoft SQL Server
Guideline Creating IBM Cognos Controller Databases using Microsoft SQL Product(s): IBM Cognos Controller 8.1 or higher Area of Interest: Financial Management 2 Copyright Copyright 2008 Cognos ULC (formerly
More informationRedPrairie for Convenience Retail. Providing Consistency and Visibility at Least Cost
RedPrairie for Convenience Retail Providing Consistency and Visibility at Least Cost The Convenience Store Challenge With blurring lines between retail segments, Convenience Store chains are faced with
More informationTechnology WHITE PAPER
Technology WHITE PAPER What We Do Neota Logic builds software with which the knowledge of experts can be delivered in an operationally useful form as applications embedded in business systems or consulted
More informationHedging at Your Insurance Company
Hedging at Your Insurance Company SEAC Spring 2007 Meeting Winter Liu, FSA, MAAA, CFA June 2007 2006 Towers Perrin Primary Benefits and Motives of Establishing Hedging Programs Hedging can mitigate some
More informationSimCorp Solution Guide
SimCorp Solution Guide Data Warehouse Manager For all your reporting and analytics tasks, you need a central data repository regardless of source. SimCorp s Data Warehouse Manager gives you a comprehensive,
More informationTimeScapeTM EDM + The foundation for your decisions. Risk Management. Competitive Pressures. Regulatory Compliance. Cost Control
TM The foundation for your decisions. Risk Management Manage any asset class, statistical and pricing analytics, spreadsheet data, time series and the validation of complex business objects such as curves,
More informationCOMMODITIES MANAGEMENT SOFTWARE
COMMODITIES MANAGEMENT SOFTWARE Measuring and managing risk from mine to market TIME FOR A CHANGE The global commodities markets are becoming increasingly volatile and complex. Rapid price and exchange
More informationYour model to successful individual retirement investment plans
Your model to successful individual retirement investment plans Tim Noonan Managing Director, Capital Markets Insights Russell Investments WWW.RISYMPOSIUM.COM Presented by: Important Information Please
More informationAn introduction to Value-at-Risk Learning Curve September 2003
An introduction to Value-at-Risk Learning Curve September 2003 Value-at-Risk The introduction of Value-at-Risk (VaR) as an accepted methodology for quantifying market risk is part of the evolution of risk
More informationMoody s Analytics Solutions for the Asset Manager
ASSET MANAGER Moody s Analytics Solutions for the Asset Manager Moody s Analytics Solutions for the Asset Manager COVERING YOUR ENTIRE WORKFLOW Moody s is the leader in analyzing and monitoring credit
More informationNovaBACKUP xsp Version 15.0 Upgrade Guide
NovaBACKUP xsp Version 15.0 Upgrade Guide NovaStor / November 2013 2013 NovaStor, all rights reserved. All trademarks are the property of their respective owners. Features and specifications are subject
More informationMicrosoft Office Project Server 2007
Microsoft Office Project Server 2007 Microsoft Office Project Server 2007 enables organizations to better manage projects and resources, collaborate across the entire enterprise, and effectively analyze
More informationCVA, Hedging and Best Practices Denny Yu, CFA
CVA, Hedging and Best Practices Denny Yu, CFA February 28, 2012 Agenda CVA and the trading desk Hedging of CVA risk Best practices in CVA solutions CVA Impact on the Trading Desk Definitions Potential
More informationETTER ORTFOLIO ECISIONS
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PORTFOLIO & RISK ANALYTICS PORT A Bloomberg Professional Service Offering ETTER ORTFOLIO ECISIONS Bloomberg s Portfolio & Risk Analytics solution
More informationFinancial Risk Management
OVERVIEW BROCHURE Financial Risk Management When you have to be right WoltersKluwerFS.com Risk Management Risk Management in its purest form is the process by which risks in an investment are identified,
More informationBetter decision making under uncertain conditions using Monte Carlo Simulation
IBM Software Business Analytics IBM SPSS Statistics Better decision making under uncertain conditions using Monte Carlo Simulation Monte Carlo simulation and risk analysis techniques in IBM SPSS Statistics
More informationNetWrix File Server Change Reporter. Quick Start Guide
NetWrix File Server Change Reporter Quick Start Guide Introduction... 3 Product Features... 3 Licensing... 3 How It Works... 4 Getting Started... 5 System Requirements... 5 Setup... 5 Additional Considerations...
More informationRESP Investment Strategies
RESP Investment Strategies Registered Education Savings Plans (RESP): Must Try Harder Graham Westmacott CFA Portfolio Manager PWL CAPITAL INC. Waterloo, Ontario August 2014 This report was written by Graham
More informationASSET AND INVESTMENT MANAGER (AIM) A Bloomberg Trading Solutions Offering BE AGILE
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ASSET AND INVESTMENT MANAGER (AIM) A Bloomberg Trading Solutions Offering BE AGILE EXPAND YOUR REACH Bloomberg Trading Solutions delivers
More informationMicrosoft Dynamics AX 2009 Installation Guide. Microsoft Corporation Published: November 2009
Microsoft Dynamics AX 2009 Installation Guide Microsoft Corporation Published: November 2009 Microsoft Dynamics is a line of integrated, adaptable business management solutions that enables you and your
More informationJULY 2015 METHODOLOGY. Canadian Surveillance Methodology for CDOs of Large Corporate Credit
JULY 2015 METHODOLOGY Canadian Surveillance Methodology for CDOs of Large Corporate Credit PREVIOUS RELEASE: JULY 2014 Canadian Surveillance Methodology for CDOs of Large Corporate Credit DBRS.COM 2 Contact
More informationMicrosoft Dynamics NAV
Microsoft Dynamics NAV Maximizing value through business insight Business Intelligence White Paper November 2011 The information contained in this document represents the current view of Microsoft Corporation
More informationOmniquad Exchange Archiving
Omniquad Exchange Archiving Deployment and Administrator Guide Manual version 3.1.2 Revision Date: 20 May 2013 Copyright 2012 Omniquad Ltd. All rights reserved. Omniquad Ltd Crown House 72 Hammersmith
More informationAPPLICATION TO SUBMIT TENDER FOR A FIXED INCOME PORTFOLIO MANAGEMENT SYSTEM
APPLICATION TO SUBMIT TENDER FOR A FIXED INCOME PORTFOLIO MANAGEMENT SYSTEM 1.1 INTRODUCTION Applications to submit tenders regarding the procurement of a front office fixed income portfolio management
More information(Part.1) FOUNDATIONS OF RISK MANAGEMENT
(Part.1) FOUNDATIONS OF RISK MANAGEMENT 1 : Risk Taking: A Corporate Governance Perspective Delineating Efficient Portfolios 2: The Standard Capital Asset Pricing Model 1 : Risk : A Helicopter View 2:
More informationWhite paper December 2008. IBM Tivoli Access Manager for Enterprise Single Sign-On: An overview
White paper December 2008 IBM Tivoli Access Manager for Enterprise Single Sign-On: An overview Page 2 Contents 2 Executive summary 2 The enterprise access challenge 3 Seamless access to applications 4
More informationRetirement sustainability for defined contribution plan participants
By: Daniel Gardner, Defined Contribution Analyst MAY 2011 Sam Pittman, Senior Research Analyst Retirement sustainability for defined contribution plan participants Defined benefit pensions have largely
More informationSummary of the Paper Awarded the SCOR Prize in Actuarial Science 2012 in Germany (2 nd Prize)
Summary of the Paper Awarded the SCOR Prize in Actuarial Science 2012 in Germany (2 nd Prize) Title: Market-Consistent Valuation of Long-Term Insurance Contracts Valuation Framework and Application to
More informationHP Software as a Service
HP Software as a Service Software Version: 6.1 Federated SSO Document Release Date: August 2013 Legal Notices Warranty The only warranties for HP products and services are set forth in the express warranty
More informationBasics of Hedge Effectiveness Testing and Measurement
Basics of Hedge Effectiveness Testing and Measurement This is the second paper in an ongoing series that outlines the principles of hedge accounting under current and expected International and U.S. accounting
More informationGoogle Apps Deployment Guide
CENTRIFY DEPLOYMENT GUIDE Google Apps Deployment Guide Abstract Centrify provides mobile device management and single sign-on services that you can trust and count on as a critical component of your corporate
More informationSAP Business Objects Security
SAP Business Objects Security Pal Alagarsamy President Business Intelligence Practice GloWiz Inc 1 GloWiz Inc GloWiz is an IT Staffing and Consulting company since 2005 We focus on Business Intelligence,
More informationA Matter ATLANTIS ENTRY ERP s ATLANTIS ENTRY ERP ATLANTIS ENTRY ERP s
A Matter of Strategy For modern enterprises IT and business needs, strategic goals should take effect and thoughtful choices should be made. Thereby, the IT software system constitutes the driving force
More informationMaster of Mathematical Finance: Course Descriptions
Master of Mathematical Finance: Course Descriptions CS 522 Data Mining Computer Science This course provides continued exploration of data mining algorithms. More sophisticated algorithms such as support
More information