Market Risk
R-Control is a multi-asset multi-class module designed to provide smarter ways of measuring risk, tracking portfolio performance and doing scenario analysis. It offers user-defined multi-dimensional analytics, personalized reports, and flexible reporting facilities.
galaxy
OverviewOverview

R-Control module is a comprehensive market risk solution that allows for risk measurement, tracking portfolio performance, and conducting scenario analysis across a range of asset classes. It supports multi-dimensional analytics, which can be customized to include portfolio manager, investment type, currency, industry, geographical location, and more. The module provides powerful scenario analysis tools, including what-if analysis, stress testing, and sensitivity analysis, to help users better understand and manage their risk exposures.

R-Control improves transparency and reporting by integrating with data providers and other systems to aggregate data. The module enhances user experience and workflows with personalized, user-defined reports and views, which support investor servicing and information requests. The factor model-impact analysis determines the impact of a predefined set of factors on the portfolio. 

Screenshot 2022-06-15 at 7.31.12 PM.png
yellow star
FeaturesFeatures
FTP
For risk measurement, the module comes with VaR, conditional VaR, marginal VaR, and incremental VaR. The essential advantage is a module that supports parametric methods, historical simulation, and Monte Carlo simulation.
Group 22753.png
The module also contains an engine for performance attribution for trend analysis and liquidity analysis of the portfolio.
Group 22755.png
Marketing capabilities including fund overviews and investor, marketing and liquidity reports
Group 22753.png
Scenario analysis for profit and loss, historical stress analysis, sensitivity scenarios, and performance indicators
Group 22754.png
Analytics covering comparative, trends, and ad hoc portfolio analyses
FTP
Factor Models including factor and principal component analyses, and performance indicators
Group 22754.png
Graphical reports for holding and risk factors in both standard and custom formats with drill-down capabilities
FTP
Scalable and flexible to be customized to specific needs
galaxy
Reach out to know more
galaxy star
Customer Stories
DB-Tower-2020.jpg
2023-02-14
Implementation of BALM at DOHA Bank
Incorporated in 1978, Doha Bank is one of the largest commercial banks in the State of Qatar. Doha Bank serves individuals, corporate and institutional clients across Qatar and internationally. The Bank has total asset of USD 20.36 billion with its loan portfolio of USD 13.96 billion and deposit portfolio of USD 12.42 billion. Doha bank has banking operations in Kuwait, UAE and recently started its operations in India.Read more
download.jpg
2023-02-14
IMPLEMENTATION OF BALM AT AXIS BANK
Axis Bank is one of the three largest private sector banks in India, providing services to customers from SME, agriculture, retail business segment and large & mid corporates, the bank has a growing asset size of above 60 Billion USD.Read more
Blogs
Regtech.jpeg
ADO.NET Native to EF6 Migration
Read more
Happy client
The Benefits of Regulatory Reporting for Banks
Read more
© Copyright 2023 Surya Software Systems PVT. LTD. All Rights Reserved