Kastle Risk Management

3i Infotech's KASTLE Risk Mangement is a web-based, multi-entity, BASEL II-compliant market risk management tool for banks and financial institutions. Its comprehensive tool suite addresses risk-related analytical and regulatory reporting needs and enables financial institutions to :

  • Identify and measure market risks across various trading portfolios
  • Control risks at various levels
  • Compute capital charge as per BASEL II guidelines

Key features

Data collation and reporting

  • Powerful and convenient standard data collation gateway (for both treasury system and market data agencies like Reuters and Bloomberg)
  • Rich collection of MIS reports, providing a framework for risk mitigation and control

   Data analyses

  • Balance sheet and off-balance sheet instruments supported across all major market segments
  • Hedge transaction monitoring, incremental VaR calculation
  • Back testing and stress testing
  • Simulation tools and  “what if” analyses
  • Parametric and non-parametric models of VaR computation supported

Customization and security

  • Multi-currency functionality for currency-specific exposure assessment and reporting
  • Adaptive, scalable data management capabilities for worldwide branch support
  • User-definable regulatory capital charge computation for market risks
  • Three-tier open systems architecture with Oracle database
  • Business logic developed in Pro C, for optimized memory use and security