{"id":18907,"date":"2021-10-25T14:45:45","date_gmt":"2021-10-25T12:45:45","guid":{"rendered":"http:\/\/szzccmv.cluster031.hosting.ovh.net\/case-szena-irc-treasury-and-market-risk-management-proprietary-software-2\/"},"modified":"2021-10-25T14:45:45","modified_gmt":"2021-10-25T12:45:45","slug":"case-szena-irc-treasury-and-market-risk-management-proprietary-software-2","status":"publish","type":"post","link":"https:\/\/n.world\/en\/case-szena-irc-treasury-and-market-risk-management-proprietary-software-2\/","title":{"rendered":"[Case] SZENA IRC \u2013 Treasury and Market Risk Management \u2013 PROPRIETARY SOFTWARE"},"content":{"rendered":"\t\t
Design and build a proprietary solution capable of calculating the incremental risk measure (IRC) to the VaR of the trading book, incorporating default and migration risks.\u00a0<\/span><\/p> The tool had to cover all the requirements of the regulator, specified in the TRIM guide.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t The solution passes the internal controls of the validation area and is approved by the ECB. The stability of the results and the analysis capabilities are improved.<\/span><\/p> Executions are performed on a daily basis, reducing the time spent by users on each calculation.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t During the project time, the volume of the portfolio is considerably increased.<\/span><\/p> Representative Case Industry – Finance & Regulation SaaS Proprietary Solution Simulation and valuation capabilities of our SzenaRisk platform, the necessary calculation modules are incorporated to obtain the new metrics. Do you want to know more about our solutions? Get in touch with a specialized consultant in Finance & Regulation Contact The approach Design and build … Continue<\/a><\/p>\n","protected":false},"author":3,"featured_media":15865,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"footnotes":""},"categories":[2],"tags":[124,128,135],"class_list":["post-18907","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","tag-case-en","tag-finance-regulation-en","tag-industry-en"],"acf":[],"yoast_head":"\nResults<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
Do you want to know more finance & regulation?<\/font><\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t