Along with counterparty risks, market risks in the trading and banking book play a key role in performance optimization and investment decisions in financial markets. Since the last financial crisis, they have increasingly been a focus of regulatory minimum requirements.

DECIDE provides you with an overview of individual and company-wide exposures caused by market changes (e.g. financial crisis in 2008, interest rate hike, Brexit, etc.). This allows you to achieve optimal final decision support in order to actively initiate the necessary actions to minimize exposures. DECIDE supplies market data in flexible contexts for the purpose of evaluating market risks and gives a clear overview of results, from sophisticated models for valuation of individual positions to a general picture of market risk.

The “depth” of DECIDE RISK is also a crucial factor in the quality of market risk assessment. Detailed drill-downs for Value-at-Risk and profits & losses as well as comprehensible results enable better understanding of the model. The evaluation and presentation of the component VaR per position possibilities/risk class facilitates the identification of risk drivers and hedges. The chronological order of the risk contributions facilitates analysis of unusual data situations. Market scenarios can be defined along modular lines, which simplifies ad hoc analysis and the implementation of stress tests at all hierarchical levels of the enterprise.