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Abyste našli to, co hledáte, doporučujeme vyzkoušet následující postup:
Improve how you measure, manage, mitigate, and report risk across the organization. Our enterprise risk management software spans across credit, market, liquidity, interest rate, and business risk to provide you with a single, consistent view of risk and performance.
Recognize, measure, and understand the implications of a broad set of financial risks across the enterprise. Incorporate computed metrics into the institution’s strategy for effective risk management.
Be well-positioned to adopt contingency measures by engaging in business-specific stress tests, assessing forward metrics and observing the impact on the enterprise.
Improve risk governance with financial risk management software that centralizes and aggregates risk data across the enterprise through a unified financial services data model and common analytical infrastructure.
Oracle Financial Services Credit Risk Analytics brings together data from multiple sources to enable a holistic, enterprise-wide view of credit risk, including retail, wholesale, and counterparty credit risk, across both the banking and trading book. Institutions can actively monitor credit profiles, identify emerging hotspots, and effectively allocate capital throughout the organization. The results of computed measures and a variety of reports are available at multiple levels of granularity and dimensions, making the solution suitable for all stakeholders including CXOs, business managers, and risk teams.
Oracle Financial Services Market Risk Measurement and Management alleviates the many challenges institutions face when mitigating risks in the market, including valuation of illiquid instruments, quantification of complex risk factors, evaluating internal models for accuracy, and so on. Oracle enables institutions to establish reliable valuations on a wide array of simple and complex instrument types using sophisticated, prebuilt models. Clients can compute multiple risk measures such as value-at-risk and expected shortfall using historical simulation and Monte Carlo simulation methods. For assessing and managing counterparty credit risk in the trading book, simulation-based models are used to compute x-value adjustments. Clients can also assess the model's accuracy and standards through back testing and profit and loss attributions.
Oracle Financial Services Liquidity Risk solution enables banks to comply with ever-changing regulatory guidelines through flexible, prebuilt rules for different jurisdictions. It allows the user to construct scenarios with a wide variety of assumptions using a GUI-based business assumption framework. Constructed scenarios can be integrated with current and forward liquidity metrics, enabling stress testing. The identified liquidity hotspots can be combated through strategies defined from the counterbalancing module. All results can be viewed through detailed dashboard reports that also support drill-down to granular, accurate, account-level information. Understand and report liquidity dynamics using granular information, based on accurate, reconciled data.