Financial Risk Management

Manage risk. Analyse performance.

A complete risk management solution for measurement of risk, monitor financial strategies and advanced benckmarking, including stresstesting.

Financial Risk Management

Manage risk. Analyse performance.

A complete risk management solution for measurement of risk, monitor financial strategies and advanced benckmarking, including stresstesting.

Financial Risk Management

Manage risk. Analyse performance.

A complete risk management solution for measurement of risk, monitor financial strategies and advanced benckmarking, including stresstesting.

Financial Risk Management

Manage risk. Analyse performance.

A complete risk management solution for measurement of risk, monitor financial strategies and advanced benckmarking, including stresstesting.

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Manage your investment or treasury portfolio in an efficient and prudent way, fulfilling all requirements.

Manage your investment or treasury portfolio in an efficient and prudent way, fulfilling all requirements.

A complete risk solution

Escali Risk Manager is a complete risk management solution for measurement of risk, monitoring financial strategies and advanced benchmarking, including stress testing.

A modular and flexible system

The new risk management system can be used by one or several users. It is possible to use one module or several. It can be used as a stand-alone application or together with our portfolio and treasury management solution, Escali Financials.

Detailed performance analysis

You can analyse performance and risk measurement, as well as monitoring your investment strategy. Our solutions also calculate the solvency capital requirements in accordance with European regulations, and with full audit trail and drilldown possibilities.

The system calculates returns in line with modern financial theory. Return measurements and calculation is based on regulations for pension funds and insurance companies. Returns can be calculated by either time-weighted or modified Dietz methods.

Returns compared to benchmarks are analysed based on benchmarks for individual asset classes or the entire portfolio. User-defined benchmarks can also be built according to the company's allocation strategy or based on a combination of underlying indices. This allows easy tracking, analysis and reporting of the relative returns.

Attribution analysis can pinpoint returns over the benchmark and whether such excess returns are triggered by allocation, selection or interaction between the various asset classes. The system also calculates risk measures such as standard deviation, CAPM beta, information ratio, Sharpe Ratio, Tracking Error etc.

Financial risk modules

Attribution Analysis

Strategy Monitoring

Risk Measures

Stress testing incl. Scr Calculations

Benchmarking incl. User-Defined

Investment strategy monitoring

Our risk management tool monitors and reports the degree to which allocation and other business strategy requirements are met. Groupings based on asset class, region, rating etc. can be easily defined, given a strategic weight, maximum and minimum limits and associated benchmarks.

Stresstesting and SCR calculations

The system includes functionality to carry out market risk stress tests on the company's investment portfolio. In addition, data for counterparty risk calculations is extracted, and bank deposits and derivative exposures are aggregated.

If the company is exposed to derivatives, either directly or via funds, then the system calculates their impact on the different elements of market risks and provides an overview of their risk-reducing effect which is allowed for in the calculation of counterparty risk. It is possible to import fund content and calculate market risk based on a full fund look-through.

The stress test model in Escali Financials gives you access to results on an individual security level for funds.

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