Fraunhofer Institute for Industrial Mathematics ITWMRisk management and risk reporting are constantly challenging financial institutions. Thereby the tasks range from the calculation of risk indicators (e.g. Value-at-Risk (VaR)) and the execution of stress tests to some backtesting. We offer you support in the implementation of all occurring tasks, from the generation of includable modules to a complete solution.
Risikocontrolling
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Risk Management
Data Flood and Statement of the Problem
On a daily basis, great amounts of data from heterogeneous sources need to be analyzed automatedly and saved on an audit-proof base. Thereby, some core themes are especially important:
- Liquidity risks
- Stress tests
- Backtesting
- Risk ratio
- Risk and performance indicator
- Automated control of the calculation algorithm
Integration Into Existing Systems
There are several possibilities for the integration of system components and their exchange with already existing systems. Present implementations use Service-Oriented-Architecture (SOA), Enterprise Application Integration (EAI) or classical Middleware (Java EE, Microsoft.NET, JMS or Websphere Application Server).