@Riskis designed as a web-based application program through www.wealth.co.th ( www.wealth.co.th /atrisk ) which enables the clients to use Risk anywhere at anytime. Besides, Risk also provides a secured environment for the clients data by applying the following security systems:
The Black Box Concept
Secure Sockets Layer (SSL 128 bit) is a tool used to encrypt private information before securely transmitted via the internet. Private information will be hardly captured and translated by hackers when the information is being exchanged between @Risk and clients.
Auto Logout: automatically logout after 30 minutes of idleness
Browser Control is a system which does not allow users to back to the previous page ( to the previous page that is in a secure mode) .
Furthermore , the @ Risk still allow users to create and keep their own portfolio on the website so as to decrease redundancy when calculating Value at Risk (VaR) and Credit Risk.
Credit Risk module is developed on Basel II concepts to calculate credit risk of corporate bond.
- Accounting Base (Financial Ratio with logic regression)
- Option Pricing Base
Estimate the following below on both security and portfolio
- Expected Loss ( EL )
- Unexpected Loss (UL)
- Unexpected Loss Contribution (ULC)
Presented with tables
Market Risk module is developed on Value at Risk (VaR) concepts to calculate market risk of securities.
- Calculate VaR on a wide range of financial instruments
- Fixed Income
- B/E , NCD and other FI
- Index Futures
- Facilitate 3 methodologies with centered financial database
- Historical Simulation
- Variance Covariance
- Volatility and Correlation forecast (e.g. Equally MA, EWMA)
- Monte Carlo Simulation
- Export volatility and correlation
- Include Stress Test
- Include Back Test
- Presented with graphics and tables
- Linked with Bonanza Investment by using the @Risk Client