Financial Risk Management

Financial Risk Management is a reliable program that enables you to calculate the level of liquidity and operational risk regarding a particular company. The software allows you to import data from local files, then filters it through scientific formulas, in order to estimate the profit, turnover and general expenses.

Financial Risk Management is a ClickOnce application that enables you to view, analyze and estimate the operational risk regarding an investment or a company. The application can calculate the level of liquidity as well as the operational risks, based on input data it extracts from the provided file.

The program is divided into two tabs, namely LiqRisk, dedicated to calculating profit, loss and turnover, as well as OpRisk, designed to outline the operational risk. The software detail the methodology used in data analysis, as well as the algorithms used for generating the graphs: plot model and plot VaR. The table in the Methodology tab describes the values obtained pending data analysis.

Three main indicators are depicted in the analysis, as well as in the graphs: historical simulation, normal flow and Ewma parameter. The number of exceptions, sample size, estimated probability and model efficiency are some of the analysis results.

Financial Risk Management offers a detailed report on the data analysis regarding the three main objects: turnover, expenses and profit. It returns the median values, standard deviation, sample variance, skewness, Kurtosis indicator, estimated minimum and maximum.

The operational risk management implies analyzing the frequency for internal/external fraud, employment practices, business, damage to assets, system failures or execution and delivery processes. The software can thus calculate the probability and values of expected or unexpected loss.

Financial Risk Management is a powerful application, designed to calculate the values and probability of profit, expenses and turnover in investment business. The software applies several scientific formulas in order to calculate financial risks inside and outside of a company. Moreover, it can create several charts and reports for presentations.