A graphical as well as tabular view of the critical reporting aspects in a single shot along with the limit utilization of the generated alerts. A multipurpose dashboard with customization options to suit the never-ending and ever -changing business needs.
View the exposure related measures across multiple dimensions in a single window. Readymade risk reports for immediate use. Built on a highly flexible reporting framework that enable customization and save it for future use. OLAP (OnLine Analytical Processing) tool provides a rich graphical & tabular interface to view reports by multiple dimensions and save the templates for any further use.
Simulate various risk calculation and exposure parameters to generate what-if scenarios. Flexible enough to carry out volatility shift analysis and exposure shift analysis along stress testing.
Utilize price data for arriving at derivative valuation, Basis Risk analysis, volatility correlation matrix, variance covariance matrix along with technical analysis charts. Backtest the VaR parameters to verify the accuracy. Derive the premium value & sensitivities (Greeks) of simple and exotic derivatives.
Define internal or compliance related limits on exposures, P&Ls and Risk matrix on traders, commodities, trading desks, positions, markets, etc. and get system generated alerts on limit breaches with additional facility of alerts mailed to concerned personnel. Combine various alerts to have meta alerts.
Manage position & price securities data andanalyse the trends of Price, Volatility, VaR on price data. Configure risk matrix parameters for VaR calculation. Flexibility to group similar users under a single role and implement a role based provision of features and modules to access the critical data. Define exposure and risk / volatility mapping rules.
“ By helping simulate the risk scenarios beforehand, TransRisk has added immense value to our trading decision making process at the operating level. The scenarios are comprehensive because one is able to view the basis and rollover risks associated with the hedged positions too. TransRisk also serves as good Dashboard for the top management, as it gives exposures, P&L, associated risk, limits all at one place.”S Sivakumar
CEO, Agri Business, ITC Limited
“ At risk framework and imputed risk model of TransRisk are definitely forward looking and will enable us to move away from ‘post mortem’ approach. We can take a business decision of pricing our contracts or purchasing in advance after factoring in a quantifiable and acceptable risk instead of trying to find reasons for the breach of limits."Jude Magima, ED
"A flexible and scalable business intelligence that gives exposures, P&L, associated risk, limits all at one place and this decision support system can be integrated with our existing ERP and will avoid duplication of data entry.”
Sourcing and Supply Chain, Dabur India Limited