Management software ERM Expert

risk analysiscalculationindustrial

The Opture ERM Expert software is based on the Opture ERM Advanced software and additionally includes optimisation models to optimise the risk-return position of the company, risk mitigation measures and resource allocation. The optimisation is carried out on the basis of the predefined and customer-specific target functions which are defined together with the customers. The calculated Efficient Frontier illustrates the optimal risk-return position and/or investment portfolios which covers the efficient part of the risk-return spectrum. This portfolio optimisation is relevant for the value-oriented corporate management of industrial companies for strategic and financial reasons. Features Integrated optimisation models Aggregation with MC simulation Calculation of all key risk indicators Individual target functions No evaluation with distrib. function Professional methods & models Autom. calculation of correl. matrix Distribution Function & KRI Opture calculates all key risk indicators (VaR, CFaR, EaR, RAROC, RaC, etc.) for all business units, subsidiaries and risk portfolios for any confidence coefficiency/level. Risk-Return Matrix The risk-return matrix indicates the risk exposure of the planned and generated profits. This key figure is relevant for value-oriented and sustainable corporate management. Efficient Frontier The Efficient Frontier represents the investments and business units or product units that covers the efficient and/or optimal part of the risk-return spectrum.