SPECTRUM RISK

Spectrum Risk allows to monitor the Risk of the position through real valuation and under stress scenarios to measure and control Market, Credit and Liquidity Risks.

Market Risk

This module allows the daily valuation of positions and under different stress scenarios as well as the daily calculation of VaR and Back Testing, allowing a detailed analysis of the effect of risk factors on the market value of the portfolio.

Credit Risk

This module allows monitoring the quality of the credit portfolio under different default probability approaches to determine the Expected and Unexpected Loss for purposes of calculating provisions.

Liquidity risk

This module allows monitoring the behavior of cash flows and the institution's balance sheet through a static and dynamic analysis of the position.