Nowadays, banks and finance-related business face a wide range of challenges from working with multiple variables, increasing supervisory review, transparency requirement regarding risk and regulatory capital. Most of them are finding technology solutions that generate comprehensive risk analysis. Real-time access, knowledge-based application and updated market information are the key component in the process. Therefore, ThaiBMA, as a bond information centre and having long-time experiences in Thai capital market, combines all the methodologies, technology and data required to create the latest valuable financial tool named “iRisk4.0”. It serves all practitioners as a professional tool of market risk measurement and helps users make more informed financial decisions and effectively meet their business objectives. Users at all levels of sophistication can receive accurate, timely and clear measures of risk on demand, at anytime and anywhere.
Outstanding Features
Value-at-Risk calculation covers 6 major asset types; Bonds, Equities, Foreign Currencies, Domestic and Internation Indices, Commodities and Derivatives.
Bond: it covers all kind of bonds either registered or non-registered with ThaiBMA, either long-term or short-term bond even B/E
Equity: all listed equities with SET are allowed to calculate VaR by using sectoral indices for enhancing the creditability of their results.
FX: All 20 major currencies based on Bank of Thailand data are promptly calculated in daily basis.
Display both separated results by asset types and integrated results of portfolios.
Give the most comfortable for users with downloadable excel file and printable format for all output pages.
Users can adjust the correlation among asset types and their volatility based on your own scenario .
Enhancing security performance with SSL(Secured Socket Layer) technology while computing VaR.
And much more.
Analytical Features
Full coverage of modern VaR methodologies e.g. Variance-Covariance Method, Historical Simulation and Monte Carlo Simulation including Back Testing and Stress Testing.
Cash flow mapping for Fixed-income securities by breaking down into zero-coupon yield curve with daily updates.
Individual VaR, Component VaR, Marginal VaR, Incremental VaR and VaR Delta.
Adjustable portfolio correlation and volatility
Ease-of-Use
State-of-the-Art web-based application that provides the easiest way to calculate VaR anytime and anywhere.
Fast and easy position upload with excel file and adjustable on screen including accuracy check system.
Key Benefits
Cost efficiency and enhancing the business performance
Flexible subscription packages based on customers’ need
Top executives able to realize corporate risks and control promptly in daily basis.
Exclusively designed to serve Thai financial environment with international standard but reasonable price.
Reduce time-consumed process into one touch.
Collecting and managing financial market data by ThaiBMA
System does not keep users’ position and manage them with the highest confidentiality.
Transparency and no black box risk
For more information About iRisk4.0, please Contact Us.
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
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