Out-of-the-box Standardized approach for Market Risk
making complicated matters easy
FRTB
Sensitivity Based Method
Default Risk Charge
Residual Risk Addon
Trading Book
FX Risk
GIRR
Commodity Risk
Equity Risk
Credit Spread Risk
CVA
Delta
Vega
Curvature
We got it covered
FRTB
Sensitivity Based Method
Default Risk Charge
Residual Risk Addon
Trading Book
FX Risk
GIRR
Commodity Risk
Equity Risk
Credit Spread Risk
CVA
Delta
Vega
Curvature
Basel.NXT
makes accurate measurement of your market risk exposure effortless while ensuring compliance with stringent regulations. Built for real-time risk monitoring through built-in models, risk aggregation, stress-testing and scenario analysis capabilities, the solution offers an intuitive path to internal and external reporting of the market risk exposure of the bank.
