News from 2011

Stress Valuation completed

The Mark to Market module has been enhanced to provide the following:

  • Full valuation against stress market data scenarios
  • Impact analysis of the stress scenario
VAR – Basis Curves goes live in 3.1

Verasis Risk 3.1 has been enhanced to allow Basis Curves to be used in the calculation of Value at Risk (Historical Simulation methodology).

The VaR function will imply forward cash flow rates and amounts for floating cash flows using the basis curves.

Automated Archiving goes live in 3.1

The Automated Archiving and Recovery module has been completed and fully integrated into Verasis Risk 3.1

The Archiving functionality of the module allows users to perform both ad hoc and scheduled archiving of Trade/Cash Flow and Market data.

The Recovery functionality of the module allows users to recover archived Trade/Cash Flow and Market data.

 

If you would like more general information on Veratec or Verasis, please contact us on +44 (0)20 7375 1000, or email us at info@verasis.com.

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