Integrated Risk Solutions

• Market Risk.

  • Equity VaR & Forex VaR

    • Historical Simulation Method

    • Linear VaR

  • Fixed Income VaR for Gsec

    • Historical Simulation Method

    • Cash Flow Mapping Method

  • Swaps VaR

    • Cash Flow Mapping Method

  • Options VaR

    • Monte-Carlo Simulation based VaR