SCR Optimizer
SCR Optimizer allows users to define, compare and apply optimization strategies on insurance portfolios in a Solvency II regulatory context, allowing portfolio managers to control the Solvency Capital Requirement (SCR) of their portfolios.
Straterix Scenarios
Machine-Learning (ML) powered SaaS solution that automatically generates stress and CECL / IFRS 9 scenarios, projects balance sheet and income statement items on scenarios. The system supplies all necessary data to Fusion Optimum for results rendering and report generation.
Regulatory requirements such as CCAR, other stress tests, CECL, IFRS 9 force banks to incorporate macro-economic scenarios in business planning and post-COVID contingency planning. On top of that, Financial Institutions face questions from auditors considering the extreme events we have recently endured.
Trading Book Market & Credit Risk Solution
Vector Risk provides a true multi-tenancy SaaS solution for VaR, PFE, xVA and FRTB (SA & IMA). Hosted on Microsoft Azure, it uses Microsoft HPC (high performance computing) for extreme computational performance, for example carrying out 32 billion trades valuations in 22 minutes.
TZTR
A Unified Compliance System
TZTR is a cloud-based transaction reporting solution aimed at helping investment firms comply with the latest financial reporting regulations. It aims to provide compliance teams with simple, automated solutions to multiple reporting requirements in a single piece of software. With a single subscription cost and no hidden fees, TZTR provides both MiFIR and EMIR reporting with further reporting regimes to be added on a regular basis.
XVA Summit Add-In
The cloud-based risk analytics service provides industry standard portfolio XVA calculations, correctly taking into account netting/economic offset legal agreements, collateral and margining, within a full Monte Carlo framework, across all major asset classes and product types.
Key benefits include: