Oracle Financial Services Enterprise Risk Management

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Oracle Financial Services Market Risk Measurement and Management ensures effective evaluation of market risk across the enterprise through robust computations. Backed by Numerix, a provider of innovative capital markets technology, the Oracle application comes out-of-the-box ready to address FRTB compliance.

Key Features

•Fully comply with the Internal Models Approach for the Fundamental Review of the Trading Book

•Reassurance of robust pricing delivered by market leading Numerix engines

•An unrivalled data management and governance framework

•Agility to keep FRTB programs on track and ensure compliance

·Comprehensive reporting with extensive drill-through

Key Benefits

  • • Out-of-the-box support of FRTB calculations
  • • Pre-configured models to compute price and other instrument granularity outputs like sensitivities
  • • Out-of-the-box support of CVA calculation using Monte Carlo simulation method.
  • • Out-of-the-box support of FRTB calculation for back testing and P&L attribution
  • • Allows user to set rules to identify Modellable and Non Modellable Risk Factor