This engine is
equipped with a wealth of financial instrument "building block"
algorithms. Other exotic instruments can easily be established,
modeled and monitored. The precision and accuracy can be set to any
level that is required and its parallel and multi-threaded coding
ensures that the C-MRE can run 24x7.
The C-MRE calculates FX Volatility,
Cross-Border Risk, Local Interest Rate Volatility, Greeks, and numerous
other metrics to ensure your treasury operations and stock market
investments are not subjected to unnecessary risks. When used in
conjunction with the C-IOE, powerful front office functionality can be
integrated into the back office market risk functionality.
Numerous Econometric Time Series models
are also supported to generate expected movements and fluctuations,
based on techniques such as Auto-Regressive Integrated Moving Average
(ARIMA) and Generalized Auto-Regressive Conditionally Heteroschedastic
(GARCH) stochastic differential equations. The C-MRE also feeds into
the C-CRE™, supporting Capital Adequacy and Statistical Provisioning.