BASILEIA & MERCADO
Main
FUNCTIONALITIES
This comprehensive tool offers advanced functionalities for risk analysis, stress scenario generation, liquidity management, and capital allocation, ensuring reliability, regulatory compliance, and strategic insights.
MARKET Risk MANAGEMENT
Ideal solution for managing risk for financial institutions, asset managers (Asset managers), treasuries, pension funds, and investors.
Through the Market Risk features, it is possible to monitor and control the risk of investments, portfolios, and funds with VaR calculations, stress tests, and backtests for validation.
It includes the daily and automatic provision of data.
Complete Risk Tools
Over 50 Endpoints with all the Risk tools your company needs.
- VaR EWMA, ARCH - configurable
- Var subcomponents (marginal, component, individual)
- Monte Carlo
- Historic
- Backtesting, Kupiec
- Markowitz
- Black & Scholes (and variations) for options
- Exposure, duration, and leverage
- Volatility monitoring
- Multiple and comparative analysis of portfolios
- Segregation by operation desks
- FTP desks - Funds Transfer Pricing
Investment Fund Management
Extensive set of tools for investment funds, direct from XML Anbima.
- Profitabilities
- Performance Indicators
- SHARPE/ISG
- configurable Benchmarks
- Allocation analysis
- Transaction analysis
- Framework/compliance (automatic)
- CVM 512, ICVM 555
Stress Scenarios
Build your scenario with customized shocks and correlations, allowing for the analysis of EVE directly.
Discover automatically where your is wallet sensitive through self-stress!
Complete Risk Tools
Over 50 Endpoints with all the Risk tools your company needs.
- Self-stress generation (automatic sensitivity)
- Use of configurable scenarios
- EVE
- Delta EVE IRRBB (automatic)
- Parallel and non-parallel shocks in curves
- Shocks to cash assets
- Tracking historical values (percentiles)
- Embedded BMF scenarios
Liquidity
The most complete ALM (Asset Liability Management) solution, including negotiability and NII variation.
Over one million liquidity data points. Get your risk management advantage, and always be ahead of liquidity problems.
SIMULATIONS AND SCENARIOS
Simulations of liquidity scenarios allow predicting and managing financial risks, adjusting strategies as necessary.
- Liquidity simulation through scenarios
- Extra flow scenarios (e.g. budget)
- Scenarios of market price changes
- Assessment of delays, advances, and default
- Rolling of assets and liabilities
- Seasonalities
- Derivative valuation (futures, swaps, etc.)
- GAP analysis
custom configuration
Flexible configuration to meet the specific needs of each institution, allowing personalized adjustments in real time.
- Configurable horizon
- Cash-like
- Predicting results (Profit & Loss)
- Delta NII IRRBB (automatic, multiple horizons)
- LCR - Liquitidy Cash Ratio (multiple horizons)
- Setting limits (trigger and PAPCO)
- Negotiability analysis
- Intraday Liquidity
BASileia
Integrated solution for capital management of financial institutions.
With the Basileia tools, it is possible to obtain details of the allocations, improving understanding and increasing predictability about capital needs.
Capital
Efficient and integrated capital management, allowing a clear view of future allocations and needs.
- RWA plots JUR1, JUR2, JUR3, JUR4, CAM, COM ACS and MI
- DDR, DRM, DELL, DLO, DLI
- IB's, IBA, II
- OPAD, all approaches
- CPAD, FPR, LEC, LOC, LCSP, RA, LCSP, FLAF, SP
- Conciliation in reports
- Capital Simulation
- Automatic allocations
- Parcel details
- Integration
- PR, LI
- DRC
- Sensitivities-based Method (BETA)
- Cool and automatic tables (synthetic, IRT, etc.)
SCHEDULE A
DEMONSTRATION
Discover the potential of the Duxus Platform for your institution. Our team is ready to offer a personalized demonstration, exploring how we can improve your risk management.
Obrigado
