Treasury and Financial Risk Management Systems - The PERMIT Risk Manager System

     Treasury and Risk Management Systems (PERMIT®, PERMIT® Batch Manager, PERMIT®
    Reports Manager, PERMIT® Auto-Feeds Manager, PERMIT® PayMaster, PERMIT® Risk
    Manager, PERMIT® Portfolio Manager and PERMIT® Training Manager) & Knowledge
    Management System (PEKE®) are the world's first comprehensive software to adopt the
    PET-DOG® System.

The PERMIT^® Risk Manager System

Market Risk Management Module

Value-at-Risk (VaR) Analysis

This report provides the VaR number consolidated for all the various deals done under all The PERMIT^®¹ System Dealing Platforms. The PERMIT^® Risk Manager System also provides a breakdown of the incremental VaR contributed by each of the various Dealing Platforms so as to allow the Risk Manager (and the Management) to have a better appreciation as to which Dealing Platforms might be driving the VaR number more strongly.

Conditional Value-at-Risk (C-VaR)

This report provides the C-VaR number consolidated for all the various deals done under all The PERMIT^® System Dealing Platforms. The C-VaR number allows the Risk Manager (and the Management) to have an appreciation of the average loss possible in the event the VaR is exceeded. It is by no means an indicator of the worst case loss possible.

Stress Testing Results

This report provides the Loss numbers consolidated for all the various deals done (under all The PERMIT^® System Dealing Platforms) relating to the various extreme market conditions. The Risk Manager sets these extreme market conditions. The numbers allow the Risk Manager (and the Management) to have an appreciation of the worst case losses possible under the various extreme market conditions.

¹ PERMIT^® , which is an acronym for PI ETA Risk Management Information Technology, is a registered trademark of PI ETA Consulting Company.

(You can select from dropdown Risk Manager menu above for more info about PERMIT^®Risk Manager.)