Product Overview
We support your risk calculation with our various high-end products, Numerical Technologies Altitude®, PortfolioBrowser®, CreditBrowser®, Numerical Technologies Magnitude®.
ALM - Numerical Technologies Altitude
Numerical Technologies Altitude is the state-of-the-art ALM (Asset Liability Management) system which handles massive and complicated financial simulation without oversimplified approximation. Its ability to perform simulation is far beyond it of currently common VaR (Value at Risk) systems, which simply varies systematic and idiosyncratic risk factors stochastically.
In contrast to common VaR systems which produce risk scenarios only at multi-step discrete time points (i.e. time horizon), there is a great leap to Altitude since its cutting edge specification as to produce daily basis scenarios over continuous time. At the same time, Altitude produce millions of decades-long financial scenarios at each day, in other words, it creates millions of parallel worlds each of which has its own economic environment for decades.
This certainly is a culmination of our know-how about financial software development.
Market risk / CVA - PortfolioBrowser
PortfolioBrowser® is an advanced product which integrates Market Risk and Credit Risk, originally based on CreditBrowser. It has various functions such as innovative one million Monte Carlo simulation and historical simulation and computing variance-covariance VaR. As VaR, not only Normal VaR, but Non-Normal(skewed and leptokurtic) distribution VaR are also supported.
Besides VaR, it computes risk indicators by traditional sensitivity analysis, such as GPS(Grid Point Sensitivity), option greeks, BPV and NPV so that enables you to examine with different aspects.
Credit risk management - CreditBrowser
CreditBrowser® is an innovative calculation system for Credit VaR and BIS Capital ratio. Its extraordinary calculation ability in amount and speed such as one million Monte Carlo simulations pushes CreditBrowser far beyond the average simulators. Since its first release in 1998, CreditBrowser has won great amount of reputations and high credits among major banks/insurance companies in Japan.
Operational risk management - Numerical Technologies Magnitude
Numerical Technologies Magnitude® is a managing and analyzing system of Operational Risk for financial institutes.
It measures the operational risk by the advanced measurement approach (loss distribution approach) and supports both parametric and non-parametric simulation. In parametric simulation, various distributions can be chosen as frequency and severity distribution. In non-parametric simulation, interpolation of severity distribution makes a simulation result stable even with a few loss data.
As well as our other product lines, this system is a client-server system which enables you to work on the same project with your other team members locates in distanced areas.
Magnitude also gained a high reputation in Major Japanese banks.