- Implementation of the ALM(Asset Liability Management) System from PwC China
- Implementation of the Insurance Risk Measurement System from PwC Korea
- We calculate and manage Market risk, Credit risk, Interest rate risk, Insurance risk and Operational risk according to RBC(Risk Based Capital) standard.
- Market Risk is measured by VaR (Value At Risk), and calculation of Marginal VaR, Incremental VaR etc. relating particular assets is possible
- investment management monitoring is possible through capital allocation & limit establishment
- data integrity verification and unexpected crisis situation scenario analysis through back-test, performance of stress test possible
- stabilization stage for the current Market System
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