Market Risk

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.

    Sensitivity Based Method
    FRTB SA
    CVA
    Pre-defined
    aggregation scenarios
    Guided UX
    Banking Book / Trading Book
    classification

    Experience
    the magic

    .NXT Solution Architecture
    Basel.NXT

    Intuitive yet powerful

    Contact Us
    Compare Us
    Implementation Approach
    Brussels

    Cantersteen 47
    Brussels 1000
    Belgium

    Bangkok

    29/1 Piya Place Building, Tower B 11th Floor Unit 11E, Langsuan Ploenchit R., Lumpini
    Pathumwan
    Bangkok 10330
    Thailand

    Jakarta

    Menara BCA LT 50 Regus Grand Indonesia 5016‍-‍5017 JL MH Thamrin No 1
    Jakarta Pusat
    Indonesia

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