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InfoRisk - Modular Value-at-Risk

The individual software modules from InfoRisk are designed to be used in an integrated market risk platform. Present values for financial instruments can come from the InfoRisk GPU pricer. Alternatively the InfoRisk GRID can feed prices from a front-office system.

Another module generates Monte-Carlo or historical Pricing scenarios from correlated risk factors using time-series input.

The required Value-at-Risk and Asset / Liability reports are aggregated withing the InfoRisk OLAP server. The reports can then be visualised within Tibco Spotfire or exported to CSV / Excel. The aggregation and reporting is driven from the Spotfire GUI, allowing on-demand drilldown.

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