© 2019  GPS Analytics, LLC

GPS Analytics FRTB engine and data quality applications can easily

be integrated with our clients' existing systems and data

CLIENT INPUT

Our FRTB module functionality and data quality assurance system will seamlessly integrate with our clients' existing risk application and model libraries, their portfolio data and market  data, allowing for risk calculation and presentation, risk data visualization, market scenario analysis and hedging strategies identification.  As such, it is a useful tool not only to banks, but also to a large population of hedge funds, insurance companies and investments funds.  In addition, our software solutions can be tailored for specific operational or institutional needs, from providing specific modules or applications to full, end to end risk management solutions and consulting services.

GPS ANALYTICS PROCESS CONTROL AND MONITORING

      Why GPS?

  • Comprehensive data quality assurance controls and checkpoints

  • Risk aggregation tools in multiple dimensions and by multiple criteria at the finest levels of data granularity

  • Ease of use and relevance, well-designed screens with intuitive navigation for  end users

  • ‘Power User’ functionality with flexibility in screen configuration and definition of aggregation criteria, while keeping it intuitive and user friendly

  • Detailed "what-if" analysis and rich scenario output for regulatory capital, desk configurations, capital charges, cost benefit trade-off, impact of any proposed regulation changes

  • Our reporting center provides a set of reports summarizing the risk and capital position by various levels in the hierarchy, risk classes, risk types, limits and compliance; flexibility, ability to develop tailored reports, as well as a comprehensive set of flags and alerts to monitor risk limits compliance