Management software ERM Advanced

risk analysiscalculationassessment

The Opture ERM Advanced software is based on the Opture ERM Basic software and additionally includes the Opture Risk Engine, which contains the risk management models & methods and the Monte Carlo simulator (integrated and modularly expandable system). The Opture Advanced Version aggregates any number of risks, opportunities and measures, under consideration of all correlations, and calculates the risk figures and sensitivities for any number of confidence coefficient/level (VaR, cond. VaR, CFaR, RAROC, expected loss, Sigma, Median, RaC, probability distribution, etc.) and the risk-return position of the company. The system automatically calculates the correlation matrix necessary for the aggregation. Features Aggregation with MC simulation Calculation of all key risk indicators No mathem. knowledge necessary No evaluation with distribut. funct. Professional RM methods & models Optimisation of data input quality Autom. calculation of correl. matrix Risk Assessment The risk assessment happens in Opture for the correct risk aggregation WITHOUT the specification of complex distribution functions. These estimations are usually too inaccurate and not comprehensible for users. Distribution Function & KRI Opture calculates all key risk indicators (VaR, CFaR, EaR, RAROC, RORAC, RaC, etc.) for all business units, subsidiaries and individual risk portfolios for any confidence coefficient/level. Risk-Return Matrix The risk-return matrix indicates the risk exposure for the planned or generated profits. This key figure is relevant for value-oriented and sustainable corporate management.