New Workbench Release Includes FX, At-Risk Functionality

The new release of Kiodex’s flagship Risk Workbench platform features a range of new or enhanced features including value-at-risk, cash-flow-at-risk, physical-settlement capability and FX risk management capabilities. CEO R. Martin Chavez said, ‘The new modules fulfil our vision when we started the company. With our Foreign Exchange module, customers can manage their enterprise risk across multiple asset classes in a single, globally consistent framework. Our At-Risk Reporting Tools deliver capital-adequacy and cash-flow calculations across the enterprise, using mathematical models that capture the way the commodity and foreign-exchange markets actually behave.’ The new release features new Value-at-Risk (VaR) and Cash-Flow-at-Risk (CFaR) reporting tools, a foreign-exchange tools module, enhanced monitoring of physical-delivery exposures and transportation and storage risk reporting capabilities. The platform also enables customers to enter, price, and run all reports on European Swaptions.


Related reading