Vision Risk Manager is a one stop, powerful platform for all regulatory and Enterprise Risk reporting needs of a financial institution. The platform includes:

  1. An Enterprise Risk Management (ERM) Solution enabling the Bank to adequately cover Credit, Market and Operational Risk calculations.  The Enterprise Risk engine feeds into the Capital Adequacy Calculation that can be used for both regulatory reporting as well as Internal Capital Adequacy Assessment Process reporting.
  2. A Basel II compliant report generator with more than 100 reports for meeting Basel II requirements, and ensuring compliance with Central Bank regulations and circulars relating to risk, such as BSD-12, C5 etc.
  3. An Asset Liability Management (ALM) Engine with its own set of reports
  4. A Balance Sheet Stress Testing Engine that tests multiple scenarios and includes the ability to define new ones.
  5. A Market Risk Calculator Engine that supports Value at Risk (VaR) calculations at a portfolio level using the Variance Co-Variance, Historical simulation and Monte Carlo Simulation methods. 
Using PD, LGD & EAD as input, the Capital Adequacy engine support both Standardized, Internal Rating & Internal Models approaches required under the Basel II Standard for market and credit risk reporting needs.

Supported Models & Features

Simplified Approach (also referred to as Standardized Approach with minor rating changes incorporated)
Internal Models based Approach (IMA – a VaR based approach supporting variance covariance, historical simulation and Monte Carlo Simulations)
Simplified Approach
Standardized Approach (with CRM)
Internal Ratings based Approach (Foundation IRB)
Basic Indicator Approach
Standardized Approach


Image Caption
Image Caption
Image Caption
Image Caption
Image Caption
Image Caption