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Technology Solutions for the Finance and Insurance Industry

 

 

RisQ-Tools

We believe every client has an unique architecture, which is why we do not believe in a prescribed product/solution and instead prefer leveraging our set of tools (RisQ-Tools) and domain knowledge/experience

The RisQ-Tools are micro-project components that help to 'boot-strap' projects rapidly...

 

Infobase

At the core of RisQ-Tools is its normalized financial database, which serves as the link between source systems; providing transaction/position, market, other static data and systems performing risk analytics.

The normalized database includes various cartridges to standard market systems, such as Opics (MM and FX), various implementations of Devon, Currency Plus, Simplus, Murex Equity, etc.

Risk Engine

The engines encapsulate analytical functionality relevant to the financial process. All components are tailored to access the normalized database, and thus available to any source system which has been normalized into the core database.

Since financial institutions incorporate their views on the market in their risk management systems, the open architecture of RisQ-Tools allows integration of proprietary or vendor-supplied analytical products 

VaR module

The VaR module is customizable to incorporate the firm’s risk philosophy. For instance, considering the historical data, one may combine several risk factors into one risk category, or one may treat them separately, such as looking at equities individually or as an industry basket.

Monte-Carlo Engine

One particular feature pertaining to market risk is Masfin’s Monte-Carlo Engine, which is based on the normalized financial database. Combining present valuation, sensitivity analysis and a scenario generator, RisQ-Tools offers a Monte Carlo simulation based VaR module

 

Please see our Risk Management Success Stories

 

 

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