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The increase of proprietary trading in many banks has heightened the need for adequate systems to measure, monitor, and reserve capital against potential losses arising from adverse changes in market risk factors.
Therefore, organizations need a clear view of the balance between their risk and returns, enabling them to effectively develop their business strategy while offering operational value to the stakeholders.
Oracle Reveleus Market Risk offers extensive and robust computations to enable institutions to effectively evaluate and manage their market risk across the enterprise. Institutions can leverage this datato estimate market risk through risk estimation measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR). These risk measures are estimated based on user-defined parameters(such as confidence level horizon, number of iterations, and decay factor) and can be used for both risk management and regulatory reporting.
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