Opics Risk Plus is a risk analytics engine used by risk managers within their treasury and trading operations.

As a fully integrated risk management component within Opics Plus, enabling true straight through processing from front to back office, it reduces TCO (Total Cost of Ownership) for treasury and trading operations.

Opics Risk Plus delivers:

– real-time position updates covering all capital markets, derivatives and treasury instruments

– full range of Value at Risk (VaR) methodologies and backtesting

– credit loss simulation including Incremental Risk Charge (IRC) calculation

– extensive stress testing and sensitivity analysis

– portfolio benchmarking and performance analysis

– volatility and correlation estimation from times series data

– risk reporting integrated with front and back office information for complete risk transparency

– additional accounting valuation methods

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Financial institutions use Opics Risk Plus as their integrated risk platform for the following areas:

+ Automation of Monte Carlo Value at Risk (VaR) on a global portfolio across multiple assets and strategies, combining FX, Futures on FX, soft commodities, bonds, short-term interest rate and energy as well as exotic over-the-counter options.

+ Corporate treasury performing cash flow analysis

+ Full market risk VaR and backtesting for internal and regulatory compliance

+ Bank branch level producing sensitivity analysis and distributiing this to the central head office risk system in an automated and efficient process

+ Central bank performance and attribution processes.

+ Hedge funds producing VaR reports for their customers

+ IRC calculation capabilities in line with Basel II requirements

+ Integrated credit and market risk exposure on portfolios

Opics Risk Plus has been implemented in a low risk short timeframe at over 60 financial institutions globally. Our clients have benefited from strong API and interface capabilities

Monitoring and Controls

Misys Eagleye is fully integrated with Opics Risk Plus for true monitoring in real-time and expansion of risk capabilities. Misys Eagleye is an extensible rules based application enabling both monitoring of controls & exceptions as well as distributing this information via alerts & dashboards around the bank. Financial institutions typically use Eagleye for GAP monitoring (FX, IR, Liquidity), counteparty exposure/limits monitoring, market risk monitoring, collateral vs credit utilisation and pre-deal checking.