Our module is available for the calculations and analyses performed in compliance with the regulations imposed by CMB and managerial strategies. The market risk module is designed for the needs of the portfolio management and brokerage companies so as to simplify validation. The module consists of the following components:

• Market Risk Measurements
• Value at Risk (VaR) Calculations
• Advanced VaR Analyses
• Marginal VaR and Incremental VaR
• Expected Shortfall VaR
• Relative VaR (applies to portfolio management companies)
• Risk Value Calculations (applies to portfolio management companies)
• Stress Tests and Scenario Analyses
• Shocks Parallel to the Yield Curve or by Twist Shifting Methods
• Currency Shocks
• Share and Index Shocks
• Risk Type Based VaR
• Backtesting
• Greek Analyses
• 5 different greek accounts for options
• Counterparty Risk and Collateral Measurements
• Loans Made Available to Customers
• Collateral Tracking MIS Reports
• Liquidity Risk Measurements
• Leverage Calculations
• Fund Performance Measurement Ratios (applies to portfolio management companies)
• 10 different fund performance ratio measurements
• Concentration Risk Measurements
• Automatic Reporting and Analysis Module
• Volumetric Excess Reporting Set
• Portfolio VaR Reporting Set
• Portfolio Position Screen
• Statistical and Econometric Analyses
• Limit Analyses
• Legal Limits
• Internal Limits
• Position based limiting
• Volume based limiting
• Instrument based limiting
• Yield Curve Modeling
• What-if Analyses (hypothetical addition/removal of a position to/from a portfolio)