FINECUS is one of the leading Risk Management Software Companies providing insight to managers into the market, credit sectors. Our aim is to accurately quantify risks, to enable managers to optimize the use of their capitals, perform risk-return analysis while meeting regulatory requirements.

FINECUS Market Risk (fMR) enables risk managers to quantify market risk of their portfolio and to provide powerful reporting tools. fMR is an advanced software covering all the advanced VaR methodologies and the latest developments of the finance literature.

Key Advantages of fMR include ;

• Integrated Risk Management with FINECUS Credit Risk (fCR)
• Full-Valuation of the Portfolio at all simulations of Monte-Carlo
• Covers all the financial products including Exotic Derivatives
• Filtered and Weighted Historical Simulation
• Single Instrument drill down of VaR for each method and for each position type
• Advanced Yield Curve and Volatility Methods

 

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