Verasis Risk intuitively assesses a multiplicity of counterparty risks and exposures, evaluating and orchestrating them to give you a single, integrated viewpoint.

Verasis Risk for banks and financial institutions

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

Multiple finance issues?

Verasis brings you the ultimate single-system solution

Counterparty Credit Risk

Verasis Risk allows you to manage the complex relationships between counterparty exposures and all other risk factors.

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Verasis Risk offers financial institutions and corporate treasury operations a clear and effective solution to their CVA and DVA requirements.

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Multiple Pricing Curves

The Verasis engine valuation and risk-discipline modules give you total flexibility, both in the definition and use of yield curves.

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