Credit risk limits

DECIDE™ supports all commonly used forms of credit risk limits, including issuer, counterparty, country and currency limits.

Market risk limits

Market risk limits can be defined and calculated with a variety of different methods, including the VaR as well as worst case loss methods. Comprehensive stress test functions are also integrated.

Additional functions

• Real-time alarms in case of limit violations and electronic sign-offs by authorised staff
  
• Flexible definition of bank-specific limit systems in accordance with the respective hierarchies in the trading books
  
• Limit definition on both individual and aggregated trading book levels
  
• Separate and fully protected sub-system for all limit-related functions, including special authorisation mechanisms