IVT Risk
Control and risk assessment, ensuring compliance of asset managers and administrators
Brazilian regulations that are becoming increasingly stringent demand greater attention to management processes related to risk control and assessment, routines that can be optimized through the appropriate use of technology.
IVT Risk offers intelligent tools capable of ensuring that key management processes comply with ANBIMA 55 and 56 resolutions, CVM 555 and 558 instructions, and remain attentive to the developments of the new CVM 175.
Market risk
Calculation and control of market risks: parametric VaR, historical VaR, BVaR, CVaR, Gap Carry, Duration, Stress Test, and Backtest.
Liquidity risk
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.
Pricing Module
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.
Funcionalidades
Parametrization of managerial rules
Parametrization of average tax period and position consolidation
Parametrization of legal and regulatory rules
