Verasis Risk offers a state-of-the-art and flexible suite of risk management tools that combine valuation and modelling methodologies.

This provides a comprehensive market and credit risk solution for banks and financial institutions in that it enables them to keep pace with:

• The shifting requirements of ‘fit for purpose’ asset class valuation (Interest and Currency basis, Central Clearing, Funding Curves etc.)
• Shifting regulatory requirements (CVA, CCR, LCR, NSFR, CRD4, pre-trade analytics etc.)

Verasis Risk integrates seamlessly with existing treasury and market data systems to provide a single, consolidated view of the risk profile across a complete set of disciplines.

These include: Market Risk (Valuation/VaR/ALM), Counterparty Exposure Risk (CCR/CVA), Stress Testing (Interest Rates/FX Rates/Volatility), Hedge Effectiveness, Liquidity and Collateral Management.

Key features

• State-of-the-art, meeting ‘fit for purpose’ changes and requirements
• Flexible and comprehensive
• Keeps pace with new regulatory requirements
• Integrates seamlessly with existing systems
• Low total investment and ownership cost