Proactive risk management is gaining in significance as a result of the increasing complexity of financial risks. zeb/portfolio.risk-manager is a universal solution for the management of proprietary trading risks. It focuses on the fair valuation, analysis and control of all items in the trading portfolio.
As a comprehensive risk management system for proprietary trading, zeb/portfolio.risk-manager satisfies fundamental regulatory requirements such as the Minimum Requirements for the Trading Activities of Credit Institutions (MaH) and the Minimum Requirements for Risk Management (MaRisk). It is also a tool which satisfies reporting requirements in accordance with the Capital Adequacy Directive. This system's simple and intuitive handling and low implementation costs ensure that it also satisfies the requirements of many non-trading book institutions.
- The system provides differentiated user rights and pre-defined transaction logging processes. This ensures the functional and organizational separation of trading, settlement/ control and risk monitoring as per MaH.
- In addition to trading law indicators and a traditional risk measurement function, you can use various value-at-risk methods and an integrated back testing function.
- The software provides market data and transaction simulations to support your day-to-day decisions. You can also document successful trades and perform trading or tax law-related evaluations.
- You can implement worst case scenarios and stress tests, and simulate option risks.
- The integrated limit system enables you to monitor all relevant parameters in real time.
- The system covers a comprehensive range of financial products and delivers efficient, flexibly configurable and automated reports.