The Avaloq Limit Systems provides banks a flexible, integrated and near time risk exposure monitoring and controlling tool. It enables risk officers and credit officers to manage counterparty/issuer, country, trading, and settlement limits and generate periodic or intra-day limit usage reports. The system helps front office users in choosing the right counterparties or instruments for their business purposes by making sure their internal limits won't be breached.
Participants will learn about the concepts and methodologies Avaloq employs for limit management. Getting familiar with the basic functionalities and capabilities of the module, course participants will receive a step-by-step introduction of how to set up and use the system in daily operations.
Upon successful completion of this course every participant will:
Understand the available functionality, components and architecture of the Limit System
Know how to set up and model Limit Hierarchy (LIHI) structures and know all capabilities of the system
Work confidently and become proficient in using the functionalities provided in the Limit System Deck
Know all available reports and understand their role in your day-to-day business
Key Users working in credit or risk management departments of a bank and being in charge of limit management as well as parameterisation specialists
Before participating in this course, participants must have either attended the course “Avaloq Foundation (FOU)” or have equivalent knowledge and experience with the Avaloq Banking System.
Additionally, participants should have knowledge in the area of risk management and limit.
Introduction to the Avaloq Limit System
Modelling of business and product hierarchies for various risk aspects
Easy hierarchy management with template functionality
Setup of limits and associated exposure aggregation filters
Definition of limit calculation criteria
Audit and limit management functionalities
Reporting and monitoring features
Parameterising the Limit System (LIP)
Avaloq Certified Specialist
This course is part of the specialisation in the area of competence