Risk and Compliance

Luxoft’s Risk Management systems have a unified and effective approach to Credit, Market, Operational and Liquidity risk management while providing compliance to complex standards and regulations at state, national and international level, such as Basel II accords.

The analytical functionality of our solutions centralizes processes for credit-risk governance,

provides risk monitoring, assessment and scoring, calculation of essential risk parameters - Credit Risk Exposure, PD, EL, RWA, Minimum Capital Requirements etc. with full support of Basel ll computational standards.

Incorporation of regulatory standards into internal risk strategies and wide range of highly relevant features - from collateral allocation to what-if scenario analysis and hedge strategies, complemented by flexible reporting structure further enhance possibility of managing all aspects of credit and operational risks.

Our applications are able to keep track of price volatility, monitor overall portfolio risk, conduct end of day liquidity position analysis and compile a diverse range of reports (e.g. best execution reports, order book trade reports, OTC trade reports) for timely submission to the appropriate regulatory venues.

Using various models such as CAMP, VaR, Monte Carlo simulation, Black Scholes, Taylor polynomial approximation etc., and covering all asset classes including equities, FI, FX and complex derivatives Luxoft’s solutions deliver refined data achievingsophisticated predictability.

Sometimes risk can be unavoidable but we can make it measurable and manageable for your business to navigate across key financial activities and burdens of compliance.