Verasis modules

Market Risk

Verasis Risk provides a powerful and flexible toolbox of analytics to meet the Market Risk requirements of incorporating and integrating Historical Simulation and Monte Carlo VaR, Market Data Stress and Sensitivity, and flexible Mark to Market valuation.

The Verasis Market Risk module enables you to:
  • Gain a full perspective on your Market Risk exposure
  • Calculate Market Risk according to both the Standard Rules approach and an Internal Model approach
  • Meet the Market Risk regulatory requirements of the FSA
  • Meet the Market Risk regulatory Capital Requirements of Basel and CRD4 with a minimum of fuss and resource
Market Risk