Cogencis Risk Analyser (CRA) application has been developed for valuation of Fixed Income securities viz. Government Securities (GSecs), State Development Loans (SDL), Corporate Bonds, Commercial Papers (CP), Certificates of Deposits (CD) and Treasury Bills (TB). FIRM also generates risk measures as Duration, Mduration, Convexity and PVBP at both Security and Portfolio level. Cogencis Risk Analyser offers Value-at-Risk (VaR) of portfolio, using Parametric (Variance – Covariance) and Historical Simulation methods across various confidence levels - from 94% to 99.5%.
Cogencis Risk Analyser is an invaluable analytical tool for Front Office, Mid Office as well as Risk Management teams.