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