Product Overview

Numerical Technologies support your market risk, credit risk, ALM, and operational risk calculations with its cutting-edge NtInsight^® line of software products. NtInsight systems use a client-server model, enabling geographically-dispersed teams to seamlessly collaborate on projects.

NtInsight^® for ALM is a state-of-the-art Asset Liability Management (ALM) system that handles massive and complicated financial simulation without oversimplified approximation. Its ability to perform simulation is far beyond that of the common value-at-risk (VaR) systems, which simply vary systematic and idiosyncratic risk factors stochastically.

In contrast to common VaR systems that produce risk scenarios only at multi-step discrete time points, there is a great leap in NtInsight for ALM where its cutting-edge specifications allow it to produce decades-long financial scenarios at daily resolution. At the same time, it can create millions of parallel worlds, each with its own unique economic environment. This certainly is the culmination of our financial software development know-how, to date.

NtInsight^® for Market and Credit Risks can calculate integrated VaR and the correlation effect among market risk factors and credit risk factors. It integrates the functionalities of NtInsight for Market Risk and NtInsight for Credit Risk.

NtInsight is the only software product in the world that is capable of simulating millions of Monte Carlo simulation iterations even when handling whole transaction-level datasets of the largest commercial bank’s portfolio. It has been engineered to handle the large and precise calculations needed to support present and future Basel II/III and Solvency II capital regulation framework.

NtInsight^® for Market Risk is an advanced risk management system that contains various functions including the innovative one million Monte Carlo simulation, historical simulation, and parametric VaR computation. It supports not only normal but also non-normal (skewed and leptokurtic) distribution VaR. Besides VaR, it computes traditional risk indicators, such as option Greeks and BPV (basis point value), allowing you to examine your portfolio from different aspects.

NtInsight^® for Credit Risk is a software for credit VaR and Basel II Capital ratio calculation that can be applied to ICAAP (internal capital adequacy and assessment process) of Basel II Pillar 2. Its ability to calculate large transactions at high speed Monte Carlo simulations, pushes NtInsight for Credit Risk above other simulators. Since its first release in 1998, NtInsight for Credit Risk has established a good reputation among and received high approval from major banks and insurance companies in Japan.

NtInsight^® for OpRisk is an operational risk management software for financial institutions that has achieved wide acclaim from major Japanese banks. It measures operational risks using the advanced measurement approach (loss distribution approach) and supports both parametric and nonparametric simulation. In parametric simulation, various distributions are chosen as frequency and severity distributions. In non-parametric simulation, the interpolation of severity distribution stabilizes simulation result Journal generated through simulation. The system calculates VaR even with a few loss data.