Kamakura Corporation announced that version 3.5 of its Kamakura Risk Manager Risk Portal web-based reporting system is available for use by clients in 34 countries. The key features of this release include support for Kamakura Risk Manager version 7.2, support for laptop deployment with the Apache Geronimo Application Server, an advanced search function that allows a user to filter reports for scenario type, database schema or among multiple databases, expanded risk manager reports and the ability to export to Excel.
The KRM Risk Portal is a web-based Java application that allows KRM clients to easily produce a suite of standard reports, prepare ad-hoc reports or create management and Board level risk dashboards. The power of the Risk Portal is the ease and timeliness in which users have the ability to query the database and produce reports outside of the production cycle. Additional flexibility comes from being able to export to Excel. These tools make it simple to apply what if analysis, sort by hierarchy or attributes and build customer reports. It provides secured access to a clients portfolio as well as all KRM run results. Data access is customized by the user. Alternative approaches to risk reporting have to be upgraded by the user with each revision in the Kamakura Risk Manager data base architecture. With KRM Risk Portal, this transition is handled by Kamakuras development team with considerable cost savings to KRM clients.
The report suite now includes a wide array of financial ratio, and risk reports including VAR reports:
Financial Ratio Analysis Summary Risk Policy Limits Summary Risk Limit Adherence both single scenario analysis and Monte Carlo analysis Risk Limit Violation Reporting Regulatory Reports, including Basel II, Basel III and country-specific reporting requirements Financial Ratio Comparison Monte Carlo
Portfolio Level Reports Interest Rate Risk Target Net Interest Income Reports Net Income Autobalancing Liquidity Risk Market Risk Credit Risk Economic and Basel Capital Value at Risk VaR backtesting Value at Risk Matrix VaR P&L attribution Value at Risk by risk factor
The system flexibility includes the ability to easily define report formats or output in graphical form. Risk Portal is the perfect application tool to further leverage the data from KRM and optimize the ability to use the data and output for effective and enhanced risk and compliance management.
D.C.