MORS VaR is an add-on module for other MORS modules. 


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 Manager, showing calculated VaR figures as part of the main reports. MORS VaR can also be used independently for further marginal and contribution risk analysis.


Like all MORS Add-On modules, MORS VaR integrates seamlessly with other MORS modules, offering additional functionalities for Treasury, Liquidity Risk Management and ALM (Asset and Liability Management) in banks.