Built by Professor Robert Jarrow and driven by the work of Dr.
Donald van Deventer, both members of Risk magazine’s elite hall of fame, Fiserv KRM provides
a comprehensive solution to assist financial institutions develop A/LM and risk management frameworks,
for performing transfer pricing, valuation and sensitivity analysis, for managing economic
capital allocation, and for regulatory compliance. It applies leading edge analytical techniques
to provide the most accurate enterprise-wide risk management information available today.
Fiserv KRM is a sophisticated multi-period simulation engine with the ability to simulate
accruals, cash flows and defaults for all instruments, ranging from banking book products such
as mortgages, deposits and credit cards to structured products such as CDOs and complex option-based
derivatives.
Fiserv KRM totally integrates A/LM, market risk, credit risk, liquidity risk, Basel II
and IAS 39 in a single piece of software. The integration allows correlations between risk
factors to be taken into consideration and the evolution of risk factors modelled through the
economic cycle. Maintenance and operating costs are reduced through the use of a common database
with open inputs/outputs; common financial analytics and shared assumption sets.
To find out more about how Fiserv can enhance your risk management analytics,
click on any of the links below.
In addition to the software solution, Fiserv provides expert
consulting and implementation services to help your institution
maximise your investment in the software. |
