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Risk Management
Omega PM permits the calculation of risk indicators on financial instruments and provides numerous
calculations, static data and risks.
The available functionalities are aimed to:
.. Provide users with a static data library (Raw data featuring values, portfolios…) and computed data:
Data of valorization, risk indicators, return, performance, that are stored in Omega PM Database.
.. Enable users to use these functions in their own reporting with Crystal Report.
>> This module focuses on the valorization mark-to-market of instruments as well as the calculation of a wide
numbers of indicators:
>. Calculation on all hierarchical levels
>. Automatic conversion of rate charts
>. Interpolation
>. Taking into account the structure of spreads
>. History logging of valorization values (rates, prices...).
>. Retroactivity of calculations
>. Simulation with impact analyses
>. "What if" Scenario simulation |
>> For more information, please contact us.
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