The software systems and modules developed in EuroRisk Systems Ltd. are intended for banks, insurance organizations, financial institutions and financial service providers.
The products cover a wide area of the national and European requirements of the financial industry in regard to financial instrument pricing, portfolio optimization, ALM, rating and scoring etc.
Applying complex models and methods from the financial mathematics and statistics we offer easy-to-use software tools and invent solutions for the customers.
Risk Engine includes modules such as ALM, VaR evaluation, Portfolio optimization, Limit and Compliance system based on calculation of broad range of market and OTC instruments including credit derivatives and structured products.
Risk Framework is a rule-based software system and application platform intended to perform portfolio calculations and analysis, Basel II Risk evaluations and Solvency II Risk Capital estimations.
The main features are flexibility, scalability and expandability of the system's competence due to the model scripts that are loaded and interpreted by the expert system kernel. The system operates as desktop or Internet application and can be integrated to existing systems using exports and imports.
PMS Modules stands for a set of modules integrated into PMS (Portfolio and Risk Management System) which is a standard finance software 'Made in Germany' of much-net AG.
These integrated modules include instrument and pricing models, analysis, simulation and regulatory Basel II/Basel III and Solvency II suites. The most powerful implementations are the
Monte Carlo Simulation module for Market Risk and the CreditMetrics module for Credit Risk.
Risk Evaluator is intended to evaluate Market and Credit Risk including stress test scenarios according to Basel II regulations. Credit Risk data are supported by the modules Credit Risk Downloader, Credit Risk Data Supporter.
The Credit Risk calculation involves Partner Ratings produced by Risk Rating Tool Box.