The Opture ERM Advanced software is based on the Opture ERM Basic software and additionally includes the Opture Risk Engine, which contains the risk management models & methods and the Monte Carlo simulator (integrated and modularly expandable system). The Opture Advanced Version aggregates any number of risks, opportunities and measures, under consideration of all correlations, and calculates the risk figures and sensitivities for any number of confidence coefficient/level (VaR, cond. VaR, CFaR, RAROC, expected loss, Sigma, Median, RaC, probability distribution, etc.) and the risk-return position of the company. The system automatically calculates the correlation matrix necessary for the aggregation.
- Aggregation with MC simulation
- Calculation of all key risk indicators
- No mathem. knowledge necessary
- No evaluation with distribut. funct.
- Professional RM methods & models
- Optimisation of data input quality
- Autom. calculation of correl. matrix