More NewsMisys Launches Risk Vision 5

Misys Launches Risk Vision 5

Functional enhancements to Risk Vision include improvements to the system’s credit mitigation capability with unified use of netting agreements across all engines and limits, enhanced support for credit derivatives, and improved modelling of collateral portfolios and collateralisation agreements. Support for the new Basel II rating factor-based calculations is also included. Risk Vision has also undergone substantial development in the area of advanced interest rate pricing and portfolio analysis. All market risk or credit risk results from ad hoc runs or ‘what if’ analyses can now be accessed from the comprehensive new Portfolio Risk Viewer. Extended market risk statistics can be calculated by ‘trading desk’ accurate pricing routines, which now cater for a full spectrum of complex option types, either by optimised simulation, by full historic or Monte Carlo simulation techniques.

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