ThaiBMA has planned to launch iRisk version 3.2 beta on November 29, 2006. This version provides the new additional features on iRisk 3.1 beta as follows;
- Marginal VaR
- Relative VaR
- Expected Shortfall
- Weighted Average Delta
- Yield to Maturity of Bond Class
- Designable Stress Test (will be launched in December 2006)
The first four features will be calculated on all asset classes(Bond, Equity and Foreign Currency) and allow iRisk users to access with current usernames and passwords(free of charge). For non-members, please contact iRisk Division(Khun Pornpan or Khun Anyamanee), Business Development Department at 0-2257-0357 ext. 114 - 116 or irisk@thaibma.or.th
iRisk is the Risk Measurement and Management Software which has been continually developed by ThaiBMA since 2003, and has been designed to provide the best fit with Thailand financial environment. Currently, iRisk serves the customers, who are the leading financial institutions and fund management companies, both market and credit risk with world-class methodologies. ThaiBMA has committed to develop the innovative tools for financial trade, investment and management as one of the best financial solution providers in Thailand.
19/10/06
ThaiBMA plans to upgrade iRisk3.0 to be iRisk3.1 since October 19, 2006 onwards.
iRisk3.1 will be added 4 more features than 3.0 version as follows;
- Exponential Weighted Moving Average(EWMA)
- Short Position
- Individual Beta
- Percentage of risk based on each cash flow provided via "Risk Factor Page"
iRisk customers can use these features by using current usernames and passwords without any additional charge. ThaiBMA commits to develop iRisk continually as an efficient risk measurement tool for Thailand financial industry. Any progress of iRisk development will be informed to our clients periodically. For more information, please contact ThaiBMA(iRisk) at 02-257-0357 ext. 114-116 or irisk@thaibma.or.th.
03/06/05
ThaiBDC launches the financial risk management website
The ThaiBDC launches the financial risk management website http://www.irisk.thaibma.or.th which is available for all interested persons from May 27, 2005 onwards. Its objective is to enhance the financial risk measurement and management knowledge, creating the forum for exchanging idea, know-how and information among practitioners in finance or finance-related business, setting the new community focused on financial risk movement and innovation. The website provides a wide range of risk-related information e.g. risk room, risk indicator, ThaiBDC news&events, webboard and so on. Besides the contents, it also provides the financial risk measurement tool named “iRisk3.0” which can measure market risk of three asset types; Bonds, Equities and Foreign Currencies. For further information, please contact Value-Based Management Department at tel. 0-2257-0357 ext. 110, 111, 114 or irisk@thaibma.or.th. Click here for more details
18/05/05
ThaiBDC will be holding the seminar "As The Future of Risk Catches You"
ThaiBDC will be arranging the seminar "As The Future of Risk Catches You"in the event of iRisk3.0 Grand Opening on 27th May 2005,1.00 - 4.30 p.m. at Landmark Ballroom, Landmark Hotel, Sukhumvit Road. This seminar aims to provide the attendants know how to take opportunity to creat value for their portfolios by applying advanced concepts and tools of market risk measurement. This event is free of charges.click here for schedule and reservation. For more information, please contact Khun Araya or Khun Supawadee, Value-Based Management Dept. at 0-2257-0357 ext. 110, 111 or bis@thaibma.or.th.
CopyRight 2005 by The Thai Bond Market Association 900 Tonson Tower 10th Floor, A,D Zone, Ploenchit Road, Lumpini, Pathumwan, Bangkok 10330, Thailand Tel. +66 2257-0357 Fax. +66 2257-0355 E-Mail:irisk@thaibma.or.th
