Credence RiskMark is a powerful market risk management solution designed to assist the risk manager in estimating and managing the risk on the treasury and investments exposure. RiskMark also generates comprehensive risk MIS for the treasury mid-office.

RiskMark quantifies the market risk of the treasury and investment portfolio by computing the value-at-risk (VaR). The VaR of a portfolio indicates the maximum loss that can be expected on a portfolio under normal circumstances, taking into account two things:

• Time horizon - the specific period for which the given portfolio is held.
• Level of Confidence - a measure of how sure one is about the given portfolio incurring the
   maximum loss if held for that specified period.

RiskMark can be configured to work for the local markets and is designed to address some very specific problems like lack of liquidity, issuance of new securities by the government, coupon-stripping, etc.