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
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
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
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.