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BWise Risk Analysis

Value at risk

Knowing what the value at risk is for a corporation, or a part of that organisation, is of high value. It helps senior management to make decisions, set priorities and drive business value. BWise Risk Analysis helps companies by combining a loss distribution approach together with scenario analyses to run Monte Carlo simulations. The results of these simulations are an accurate calculation of the Value at Risk for that corporation, or that part of the organisation. By changing the scenarios, senior management can determine which strategy will work best for them.

Product facts

  • Loss distribution approach based on captured losses and incidents
  • Scenario analyses including best, worst and expected case scenario on severity and frequency
  • Integrated Monte Carlo simulation, combining weighted loss distribution and scenario analyses
  • Fully integrated in the BWise GRC platform

Advantages of BWise risk analysis

  • Calculation of value at risk to quantify risks and risk scenario’s, as a basis for regulatory
    compliance to Basel II and Solvency II
  • Quantification of risk profiles and scenario analysis to increase risk awareness and priority setting

To view the complete pdf including graphics and modular concepts, please click here.