Liquidity Risk


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Razor™ is an open application that allows balance sheet managers to aggregate, measure, monitor and restructure the market and liquidity risk of the balance sheet. It supports:

  • a full range of assets, liabilities and off-balance sheet products;
  • flexible facilities to maintain a chart of accounts and to group and consolidate transactions;
  • a suite of traditional analyses including static and dynamic gap reports, static and dynamic liquidity reports, duration and convexity reports;
  • a suite of advanced analyses including dynamic balance sheet income simulation, value at risk, and market value sensitivity analysis; and
  • a comprehensive earnings at risk framework including losses from credit events.
  • Several features are supported to facilitate integration with your existing environment including real-time data feeds, interfaces to position and market data, and APIs to link proprietary and third-party models.

Razor™ can be operated interactively with outputs available in the form of user-configurable tabular and advanced graphical displays. Output may be viewed on-line, printed directly or exported to spread sheets or reporting databases including the Razor™ Reporting Database.

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MARKET RISK
CVA
CAPITAL MANAGEMENT
CREDIT RISK
CLEARING RISK
LIQUIDITY RISK
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