The Opture ERM Expert software is based on the Opture ERM Advanced software and additionally includes optimisation models to optimise the risk-return position of the company, risk mitigation measures and resource allocation. The optimisation is carried out on the basis of the predefined and customer-specific target functions which are defined together with the customers. The calculated Efficient Frontier illustrates the optimal risk-return position and/or investment portfolios which covers the efficient part of the risk-return spectrum. This portfolio optimisation is relevant for the value-oriented corporate management of industrial companies for strategic and financial reasons.
- Integrated optimisation models
- Aggregation with MC simulation
- Calculation of all key risk indicators
- Individual target functions
- No evaluation with distrib. function
- Professional methods & models
- Autom. calculation of correl. matrix