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The TRM software suite
TRM modules :
use process
Simulations
Results analysis
Technical principles
References
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Simulations

A macro-scenario is made of :

Market data scenarios for foreign exchange, stock prices, interest rates values
An optional business scenario (hypothesis on business production and customer behaviours)

Market data scenarios
The easy-to-use market data scenarios allow the quickly generation of realistic and stress scenarios.

Business scenarios
The simulation combinations allow taking into account the real activity of the financial institution. Among the fifteen available simulations, we can distinguish :

New production
Prepayments (straight/with renegotiation)
Overdues
Bad debts
Revolving (reference rate index management and subsequent modification of the future cash flows)

Stress/BackTesting
Back and stress testing are allowed by the use of simultaneous scenarios based upon different hypothesis.

Others parameters
Users can define internal and regulatory ratios (CAD/Basel II), internal dealing rate and the financial institution consolidation structure in order to analyze and compare global and residual risks.

 
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