Feature spotlights

Assets and liability modeling

Model assets and liabilities on a market consistent basis for effective risk and investment management with a variety of asset models and liability proxying techniques.

Economic Scenario Generator

Generate correlated risk neutral and real world Monte Carlo scenario sets on market and non-market risk factors with the built-in economic scenario generator.

Advanced options for liability proxying

Leverage a comprehensive set of sophisticated liability proxying techniques, including portfolio replication and curve fitting, to consistently represent both sides of the balance sheet under deterministic and stochastic shocks.

Integrated market & credit risk management

Users are able to model assets (by terms and conditions) and liabilities (through proxies) and to jointly account for market default and migration risks. Risk managers can analyze the contribution of each risk type to the P&L full distribution

Technical details

Software requirements

Operating System Support: IBM AIX 7.1; Red Hat Enterprise Linux 6, 7; Windows Server 2012 (Partial support)

Database Support: IBM DB2 Enterprise Server Edition; Microsoft SQL Server Enterprise Edition; Oracle Database 12c Release 1

  • Grid Computing (optional): IBM Platform Symphony 6.1,7.1
  • Web Server Support: Apache Tomcat 7.0; IBM WebSphere Application Server 8.5.5
  • Note: The Capital Workflow Manager only runs on the Linux operating system with an Oracle database.

Hardware requirements

Requires at least one server running a supported operating system and database as below. Web servers and other third party components are supplied with the solution. Exact hardware requirements will be determined during the pre-implementation “discovery” process conducted by IBM Lab Services.