Beyond VaR and Expected Shortfall

NtInsight® users have been using VaR and ES as risk measures since 1998. Both risk measures support fat-tail awareness through historical simulation and non-Gaussian distribution functions such as Johnson SU.

Quantitative Framework

for real-life risk management

Basel II/III and Solvency II

compliance does not have to be difficult

Big Data Analytics

with precision and speed

NtInsight® Risk Management Software

Gain a comprehensive view of your financial risk and make better informed decisions.


Manage balance sheet and optimize portfolio

Stay on top of market volatilities and counterparty risks

Control internal processes and systems


High-Performance Computing

Respond faster with an HPC-enabled risk management platform.


Improve risk simulation performance

Turn Big Data to valuable information faster

Scale out or scale up seamlessly



News and Events

Basel Committee Proposes Using Expected Shortfall Instead of VaR in Market Risk Management

SINGAPORE – 4 MAY 2012 –Yesterday, BCBS published a consultative document presenting its initial proposals on trading book capital requirement policies. A key element of the proposal is moving from VaR to expected shortfall, a calculation that NtInsight has been designed to support.