Szena is a highly flexible and adaptable tool to different customer and needs, that guarantees a time- and cost-effective implementation process and is designed for quick system configuration.
– Quick incorporation of additional calculations and metrics.
– Multiple features for a low price with very few variations
– Adapted to peculiarities of the LatAm market.
Optional functionalities:
FVA, Regulatory Calculations (FRTB, SA-CCR), Initial Margin (SIMM), Wrong way risk
– Distribution of models as plugins
– Quick system configuration
Benefits:
– Easily integrable into the Entity’s ecosystem of solutions, avoiding dependencies. – Initial implementation and subsequent changes executed in short periods of time.
– Scalable and robust data repository
-Validation and transformation of data input
-Traceability and consistency of data
Benefits
– Identification of blocking points in the pre-execution phase
– SzenaRisk streamlines integration
– Generation of reports in an accessible, manageable and configurable format
– Ready to be imported into the corporate BI system
– Ability to export results and parameters
– Transparent version maintenance and deployment
Benefits:
– Highly configurable to cover the largest volume of adaptations and reporting requirements
– Adaptation to any need in a cost-efficient manner
SzenaRisk fulfills the needs arising from the coexistence of multiple users with different roles and even from different entities by allowing all of them to access shared or independent information and work with their own data and/or models.
Normal, lognormal, historical and Monte Carlo simulation, Full revaluation, PCA model
Independent unit management. Configuration of different roles and profiles.
Management of multiple work units with their own data.
SzenaRisk is an optimized classic solution with Cloud and Big Data capabilities. Apart from providing users with agility, processing capacity, scaling and automation capabilities and unlimited storage, it is also easily integrable with other systems of the entity or with other Nfq solutions.
Its flexible architecture can be adapted to the needs of each client and is compatible with the latest technologies, all of which is provided under a reduced hardware, maintenance and technical support costs scheme.
Calculation of the efficiency test of accounting hedges in accordance with the IFRS 9 requirements
Pre-trade valuation of global lending operations
regulatory and management requirements for IRRBB, Liquidity, FTP and Financial Planning
Performance metrics for pricing and profitability analysis (RORAC)
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