Risk Engine Future Developments and Extensions

Future developments and extensions of Risk Engine include:

  • Integration of additional modules, for ex.:
    • Stressed VaR and Incremental Risk Charge
    • Liquidity Ratios (LCR, NSFR)
    • CreditMetrics model based on spread curves or indices
    • Hedge Accounting and Balance Accounting according to IFRS 9 (IAS 39, 32)
  • Extensions and enhancements of Risk Engine modules:
    • Implementation of further standard compliance check procedures in the investment area, according to the investment laws of various countries and using compliance check modules
    • Extension of the compliance check to cover alerts in real time modus
    • Interconnection between Risk Engine and Risk Framework
    • Extension to cover the multi-entity feature
  • Development of new applications in various industries, other than the finance industry, for ex. in:
    • Energy
    • Transportation
    • Construction
    • Real Estate
    • Commerce