R/V Platform is a risk management, valuation and planning system integrated across Credit, Market and Operational risk, used by customers such as Deutsche Asset Management. It is one of the most powerful, sophisticated and proven risk management systems available in the world today and supports the largest banks, asset management, insurance companies and hedge funds. One Finnish bank has already applied to its regulator for Basel II Pillar II accreditation, purely using R/V Platform as its risk calculation and reporting engine. Deutsche Asset Management use R/V Platform globally for reporting to large institutional customers and for planning and monitoring reallocation strategies.

The culmination of 14 years of on-going development in close liaison with customers from both the Buy and the Sell sides of the industry, R/V Platform supports the Basel II Advanced Approaches for Credit and Operational risk as well as the Internal Models for Market Risk. It extends easily to analyzing scenarios and can then stress test portfolios with one-step path, Monte Carlo and historical simulation techniques and other elaborate analyses involving thousands of risk factors.

While an industrial strength Enterprise Risk system, R/V Platform is very scalable and modular and can run on simple low end commodity hardware. It is thus easily integrated and used as a “plug in” for a specific risk function(s) within an overall application architecture. It can be run in-house or as an ASP / SaaS configuration (i.e. Application Service Provision / Software as a Service, or Cloud Computing).

For further details visit CDFT’s website.

An Integrated Multi-Asset Front Office Trading System from Germany, pdv-DECIDE, supports on a single, advanced platform equities, fixed income, derivatives, FX, OTC and structured products. Risk Management, for example real-time reporting of limit violations (acknowledged by electronic signature) is real-time. Reporting and analysis is provided for both market and credit risk limits and exposures. Credit-Risk Limits cover issuer limits (equity / interest-rate instruments), counterparty, country and currency limits calculated according to user-defined time buckets. Market Risk Limits include VaR Limits (with backtesting, Monte Carlo simulation, historical VaR), and worst case loss limits / stress tests (variations of indices and/or underlying prices, volatilities & surfaces, yields & curves, and FX rates). Other features include real-time reporting of Limit Violations (acknowledged by electronic signature), recalculations triggered by transactions or elapsed time.;