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CADCal Market

CADCalc® Market

Advanced Risk Management, s.r.o. has developed already the 6th generation of its specialized financial software CADCalc® Market which is designed for professional portfolio management, management of market risks, asset and liability management and liquidity management. CADCalc® Market enables, for example, tracking trades, calculation of cash flows, currency position, liquidity and interest rate gap, net interest income, Value at Risk, limit settings, portfolio valuation, creation and calculation of stress scenarios, preparation of regulatory reports Liquidity Coverage Ratio and Net Stable Funding Ratio. CADCalc® Market can be also be used as a treasury management system.

What is the purpose of CADCalc® Market?

The basic functions of CADCalc® Market software include:

  • Keeping track of actual and planned trades and financial flows.
  • Keeping track of the client’s and his business associates’ cash and securities accounts.
  • Calculating cash flow and analyzing liquidity.
  • Calculating size of forex position.
  • Sensitivity analysis and stress testing.
  • Interest rate risk analysis using the repricing gap, net interest income or duration.
  • Calculating Value at Risk (VaR).
  • Limits for risk management.
  • Portfolio appraisal.
  • Calculating the influence of credit spreads on portfolio value.
  • Modelling of loans and deposits based on behavioural scenarios taking into account, for example, default, early repayment, or another kind of expected client behaviour.
  • Measuring portfolio performance.
  • Calculating the effectiveness of planned investments.
  • Preparing balance sheets and income statements.
  • Creation of accounting batches.
  • Reporting of results.
  • Preparation of regulatory and user-defined reports Liquidity Coverage Ratio and Net Stable Funding Ratio.
  • Automatic sending of e-mail alerts.
  • Checking the integrity and consistency of market data.

Advantages of utilizing CADCalc® Market

  • A comprehensive system for managing cash flow and measuring market risks, with all data in one place.
  • If the client has subsidiaries, the software can analyze cash flow and risks on the level of individual subsidiaries as well as on the group level.
  • The possibility to set floors and caps to the interest rates used in the calculations,
  • Clearly arranged reporting.
  • Easy to use.
  • Simulate and analyze the impact of a planned transaction or investment on the institution/company’s cash flow and risk.
  • Flexible solution that can be expanded to include additional financial and commodity instruments and market factors that the client works with.
  • Any eventual errors during data import are reported in a comprehensive way and the user is automatically notified of missing data required for calculations.
  • Automatically warns the user when exceeding predefined risk limits.
  • Full support in Czech and English.
  • Conforms with best practices for measuring market risks.
  • Prior to implementation, CADCalc® Market is adapted to the client’s needs, requirements, and technical limitations.
  • Easy to implement.

For whom is CADCalc® Market intended?

CADCalc® Market is intended for anyone who needs to systematically measure their or their clients’ liquidity and/or market risks. In particular:

  • Banks, securities traders, insurance companies, pension funds, investment companies, and leasing companies.
  • Holding companies.
  • Large and medium-sized corporations that have financial flows in more than one currency and make use of bank credits and hedging instruments.
  • Developers and large construction companies.


CADCalc® Market presentation

Should you have any questions or would like more information, please do not hesitate to contact us to organize a demonstration of CADCalc® Market’s functionalities.