Features

Comprehensive functionality to assess risks in proprietary trading

The zeb/portfolio.risk-manager is a sophisticated software solution offering a broad range of functionalities that has been continuously enhanced in co-operation with our clients. All of the features have been implemented on the basis of an integrated overview of the entire functional scope. As a result, all of the modules are fully consistent with regard to both their functional and technical implementation so that reconciliation efforts can be avoided in your organisation.

The modular structure of the software allows you to use the required functions of the zeb/portfolio.risk-manager and integrate it into the existing infrastructure.

• The trading functionality supports processes in the front office. A central starting point for the structured input of transactions ensures software-assisted data entry with plausibility checks. If other systems are used for inputing transactions, the data can also be supplied to the zeb/portfolio.risk-manager via automated interfaces.
• The system's comprehensive concept for user rights and deal status management ensure that back-office settlement processes are implemented in line with the Minimum Requirements for the Trading Activities of Credit Institutions (MaH).
• Ongoing portfolio management is supported by maturity schedules, fixing and exercise dates as well as numerous other functions, for example, for taking over theoretical prices as valuation prices.
• Risk controlling benefits from a comprehensive reporting system that can access a stock of more than 300 indicators in customised or standard reports.
• The new-products process is supported by transparent information on product evaluation within the software, a large pool of products and the possibility of including externally valuated products.
• For accounting in line with different standards (at present, Germany's Commercial Code, IFRS, US GAAP), all relevant information is computed. It can be analysed in reports or transferred to the general ledger for posting.
• The reporting interface (SAMBA) and the integrated regulatory reporting module round off the functionalities offered for proprietary trading.

Do you need further information or are you interested in using the zeb/credit.risk-manager in your bank? We would be pleased to arrange a meeting at your office to present all the functionalities of the zeb/credit.risk-manager and discuss its application in your bank.