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Software

Advanced Risk Management, s.r.o. provides to its clients, that are financial and non-financial companies, services in the area of software development and data processing. It is a natural complementary element of the designed systems for financial management and financial risk management facilitating their technical implementation.

Advanced Risk Management, s.r.o. offers the following solution:

Development of customized financial software

Once a company attains a certain size or has a certain number of activities, it is appropriate that it automates the selected processes through specialized financial software. Our company offers to our customers support in the form of:

  • development of a specification for the software
  • assistance with the selection/selection of a software
  • development of a customized financial software

CADCalc® Market

CADCalc® Market is a software designed form all financial institutions that are interested how much are they jeopardized by exchange rate fluctuations and whose value of the portfolio is subject to fluctuations in commodity prices, interest rates, stock prices and other market factors.

If financial institutions want to manage market risk in a responsible way, they need to process a large number of data within a very short time, which assumes the utilization of specialized software. Our technical solutions meet both these conditions and offer the following functions:
  • calculation of cash-flow forecast
  • gap analysis (overview of financial flows within different time baskets)
  • calculation of the currency position in different currencies and different time baskets
  • stress testing (analysis of impact of the change of market factors - e.g. exchange rates - on financial flows)
  • analysis of the impact of hedging instruments on the portfolio risk
  • calculation of Value at Risk (calculation of maximal possible loss from individual market risks for a certain period and at a certain level of confidence)
Advantages of CADCalc® Market:
  • easy and fast implementation (in terms of days)
  • user friendly and flexible solution
  • possibility to manage cash flow and market risks for all types of financial flows (products, salaries, financial instruments, etc.)
  • clear outputs (tables and graphs)
  • import of data and calculations can be automated
  • adjustment to the needs and requirements and technical possibilities of the client security against unauthorized manipulation
(additional information )

CADCalc®Credit 

CADCalc®Credit is a practical component of the implementation of systems for the calculation of capital requirement for credit risk in compliance with EU directives 2006/48/ES and 2006/49/ES in compliance with recommendations of Basel II.
Program CADCalc®Credit primarily serves for the calculation of capital requirement for credit risk. Nevertheless, it was designed to meet also other functions in risk management. Its functions are mainly:
  • calculation of capital requirement for credit risk(through standardized, Foundation IRB and Advanced IRB approach)
  • calculation of expected loss
  • to determine the impact of Credit Risk Mitigation instruments on the size of the capital requirement for credit risk
  • calculation of the risk premium to a loan
  • calculation of economic capital for credit risk (according to Pillar II with the use of a single-factor model)
  • stress testing
  • modelling
  • reporting
Advantages of CADCalc®Credit:
  • easy and fast implementation (in terms of days)
  • user friendly solution
  • accuracy of calculations
  • compatibility with client's internal systems
  • high speed of processing the input data (in terms of seconds)
(additional information )

SWORM®

The software was developed as a reaction to our clients' need for systematic but mainly comprehensive management of operational risk, i.e. risk related to the failure of the human factor, natural disasters and information systems failure. It allows companies to identify the risks to which they are actually exposed and to manage those risks efficiently.
The software SWORM® consists of several modules, each of them covering a certain part of measuring and management of operational risk:
  • collection of operational risk events
  • risk and control self assessment
  • stress scenarios
  • key risk indicators)
  • prevention
  • insurance
  • business continuity management)
  • risk analysis
Advantages of SWORM®:
  • global database solutions for operational risk management
  • easy way of reporting events motivating employees to pass the information
  • getting a picture about the actual risk inherent in processes
  • consolidation of data
  • architecture of the solution accelerates the communication among the departments of security and risk management, insurance, accounting, internal audit, controlling and ordinary employees
  • the record of the event can be used for reporting of a damage to the insurance company
  • compared to MS Excel, SWORM® is stable, contains historical data and prevents from entering errors into the records
(additional information )  
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CADCalc® Market

New generation of specialized financial software, CADCalc® Market , designed for professional liquidity management, market risk management and valuation. The software is intended for any company that needs to measure financial risks (either its own risks or those of their clients) systematically.

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