For market risk measurement, we offer a validated market risk solution, which complies with the local and global standards, supports real time measurement, and has the flexible infrastructure to include all products. The first module produced by RiskActive for the Treasury and Risk Management Systems (TRMS), one of the major products of the Market Risk software group;

• The MRM module is an application that complies with all local standards and international norms for Market Risk Measurement.

• It can easily integrate with different systems.

• With its Financial Datamart application, the MRM module allows calculation of many models used in risk management and financial engineering based on real market data regarding numerous risk factors.

• With MRM module, market risk measurement of commonly used financial products is conducted by utilizing VaR account (Value-at-Risk) Parametric Model, Historical Simulation Model and Monte Carlo Simulation Model.

• The infrastructures of these models and different sub-models according to customer needs can be developed and implemented.

• With the integrated infrastructure of the TRMS system, VaR calculations of treasury transactions and portfolios can also be tracked in blotters.

• With Stress Tests and Scenario Analyses, the risks that may be faced by the organization and the managed portfolios under abnormal market conditions are measured correctly and the results are displayed in an understandable manner.

• Since the interim calculation steps of VaR calculation models cannot be monitored in the solutions that use black box systems, the errors and nonconformities cannot be identified. Thanks to its infrastructure that facilitates validation, it has solved this problem suffered by many organizations.

• It also simplifies to a great extent, the validation and supervision of the risk management systems, which are also important for Isedes studies, checking of all calculations, and verification of the system.

• With its infrastructure that can integrate with all kinds of reporting systems and import all sorts of data, it makes a difference in the calculation and reporting processes.

• Any kind of product can be added to the system.

• It is compat&ible with all advancements introduced by Basel II and