Control and risk assessment, ensuring compliance of asset managers and administrators
Calculation and control of market risks: parametric VaR, historical VaR, BVaR, CVaR, Gap Carry, Duration, Stress Test, and Backtest.
Addresses liquidity indicators, pricing, and redemptions, FLIQs-ANBIMA, Liquidity Stress, and Liability Concentration.
Laws and regulation
Controls for both managers and administrators. Parametrization of legal and regulatory rules, managerial rules, average tax period, and position consolidation.
Using the Data Feeder, it uses rates and quotes to generate curves and prices for fixed income, variable income, futures, and derivatives assets such as options, boxes, and swaps.