Duxus Risk System
Duxus Risk System login
Duxus Risk System Manual
(Portuguese only)
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Duxus Risk System
Duxus Risk System is a complete tool developed to supply risk control for managers and institutional in financial assets and also commodities.
Due to Élin Duxus past experience in risk and financial modeling, we developed a risk system for market risk measuring and also for legal requirements in Brazilian legislation (Basel II).
Features:
• Runs for 3,490 rule and 2,972 resolution of Banco Central do Brasil for minimum capital obligations through:
- Rule 3,380 – operational risk
- Rule 3,360 – credit risk
- Rule 3,361/2,972 – local interest rate risk
- Rule 3,362 – external interest rate curve risk
- Rule 3,363 – price index curve risk
- Rule 3,364 – local interest rates curve risk
- Rule 3,365 – non-negotiable portfolio curve risk
- Rule 3,366 – equity risk
- Rule 3,367/3,389 – exchange rate risk and gold risk
- Rule 3,368 – commodities risk
• VaR – runs for 3,464 resolution of Banco Central do Brasil and for asset management risk control
• Stress test - runs for 3,464 and 3,365 resolution of Banco Central do Brasil and for asset management risk control
• Runs for 2,804 resolution of Banco Central do Brasil – liquidity risk with the following features:
- ALM (Asset Liability Management) settings available per product or asset type
- Delays
- Prepayments
- Defaults
- Assets refinancing
- Liability refinancing
- Derivatives run-offs
- Cenarios for curves and spot prices for simulation analysis
• Proprietary lexical scripts for report developing including XML requirements
Technical Features:
• Over 10 volatility curves
• Over 100 different types of position for risk analysis
• Multi-user
• Multi-company
• Allows individual portfolio settings for VaR analysis in VaR only option
• 250 x 250 correlation matrix for VaR
System Features:
• Modular
• Documented
• Historical data record
• Proprietary algorithms
• SSL security protocol
• Database ciphering for critical data
• Dedicated DUXUS server
• Browser interface without installation files
• Operational system independent
• Uses 3 types of languages, including C++
• No user setting requirement
• No user database requirement
• User friendly
Target Clients:
Financial institutions, demanding compliance with Rule 3,490, through rules 3,360, 3,361, 3,362, 3,363, 3,364, 3,365, 3,366, 3,367/3,389, 3,368 and 2,972 and still rules 3,380, 3,464 and 2,804, including XML report already validated.
Asset managers, brokers or others financial agents interested in control market risk of their investment into just one tool for all funds and investments.
Institutionals with distributed investments over many asset manager interested in control global risk of their investments, including global exposure calculations, obtained directly from asset managers information.
What make possible to aggregate information into the system is the feature of subdomains inside the same domain, allowing various asset managers to use the system for the same client and much more possibilities.
Check our institution for one of theses targets, because Duxus Risk System is a very important tool when talking about risk control and compliance.
Contact Élin Duxus for furhter information about Duxus Risk System: risco@duxus.com.br
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