“For more than 10 years Numerical Technologies has been providing risk management software solutions for leading financial institutions.”
Basel II/III and Solvency II Regulatory Compliance
Our system calculates market VaR, credit VaR, Operational Risk, Greeks, Economic Capital, PD, LGD etc. It also does scenario analysis and stress testing. Our model’s assumptions are transparent and customizable. You can avoid black-box, or model risk, by digging into the correlation model itself.
(Chart shows our credit model specification – View Full Image)
Wide Availability and Scalable Platform
Our system supports a wide range of platforms, from laptops to very large-scale grid-computing environments. The system has also been tested on over 1,500 CPU cores on the world’s 4th fastest super computer. We also have the latest GPGPU computing technology. This GPGPU enabled version is coming soon.
Combat Proven History
Japan’s regulatory agency is one of the toughest in the world and has introduced the Basel II regulatory framework before most other countries. In this demanding regulatory environment, we have been supporting most of the major Japanese financial institutions for more than 10 years.
(Chart shows asset share size of our products in Japanese banking industry – View Full Image)
Finer Granular Multi-Dimensional Analysis
Our system allows to simulate future portfolio statistics in daily resolution rather than in quarterly or annually resolution. Thanks to our OLAP, our online analytical processing technology, our system allows to see portfolios on a firm-wide, business unit or even transaction level.
(Chart shows on-demand VaR by business unit by time horizon – View Full Image)
Incremental Deal Analysis
Our system not only calculates economic capital but also does what-if analysis on-the-fly. You can add or remove certain transactions in large portfolios in less than a second. You can find the best and worst performers with our marginal risk/risk contributions technology as well.
(Chart shows marginal VaR and risk contribution chart – View Full Image)
Pure Full Valuation Approach
Our high-throughput valuation engine can handle entire portfolios of large financial institutions on a transaction level. The valuation is surely “full” valuation. That means the system calculates billions of cash flows during the simulation at a very fast speed. Look at this breathtaking data size!
(Chart shows data size of aka the biggest bank in Japan for testing – View Full Image)