MORS VaR is an add-on solution for MORS liquidity management and MORS treasury and trading solutions.
MORS VaR with its extremely fast Cuda-calculation engine enables ultimate scenario analysis for running the bank with maximum safety and minimised economic capital cost, through real-time capital and liquidity optimisation.
MORS VaR comprehensive Value at Risk engine offers full valuation, and both historical and Monte Carlo simulations together with back testing functionality. The MORS VaR solution is built and provided by Model IT, a close partner company of MORS Software. MORS VaR integrates seamlessly with MORS treasury and trading solutions, showing calculated VaR figures as part of the main reports. MORS VaR can also be used independently for further marginal and contribution risk analysis.
MORS VaR belongs to MORS Add-on solutions which are made for the ultimate needs of treasury, risk management, control and top management in a bank.
Learn more about MORS VaR, download a brochure here +
Other MORS Add-on solutions
MORS Multi Site Manager +
MORS Alerts & Warnings +
MORS Liquidity solutions
MORS Liquidity Manager +
MORS Transfer Price Manager +
MORS Balance Sheet Manager +
MORS Treasury and Trading solutions
MORS Treasury Front & Middle +
MORS Trading Book +