FMC.Risk is a valuable extension of the FMC.Limit system that provides additional financial calculations needed in risk management, such as value at risk (VaR), duration and other. For example, FMC.Risk allows for the VaR calculation of a particular financial instrument or an entire portfolio based on historical data, or based on volatility and correlation of prices of financial instruments, as well as courses within the portfolio.
Utilizing the latest technologies, FMC.Limit and FMC.Risk allow for maximum flexibility and rapid integration with existing banking systems, including (but not limited to): core, general ledger, reporting, CRM, front and back office systems.
Minimize risks and save precious time in portfolio management processes – let FMC.Limit and FMC.Risk help you.