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.
This course gives a step-by-step instruction on how to parameterise the Avaloq Limit System and extend it to cover new risk exposure types specific to the bank.
Getting familiar with the building blocks of the Limit System, you will learn how to set up and customise the module according to the specific business needs of a bank. This includes various parameterisation options involving Avaloq constructs such as code tables, Avaloq script packages, the migration API, EOD jobs and reports.
Upon successful completion of this course every participant will:
Understand the building blocks of the Limit System
Know the Limit System parameterisation options
Work confidentially with the setup of new limit families and exposure & limit dimension
Be able to extend the business type with the generic limit check
Be proficient in producing new limit reports
Parameterisation specialists with assignments in the limit and risk system of a bank.
Before participating in this course, prior attendance of the course “Fundamentals of Avaloq Customisation (ACP)” is mandatory.
Before participating in this course, participants must have either attended the course “Limit System – Business Application (LIS)” or have equivalent knowledge and experience with the Avaloq Banking System.
Additionally, participants should have knowledge in the area of risk management and limit.
Parameterisation techniques for the modelling of new risk aspects and risk families
Sample business use case in the bank
Limit related APIs
Generation of risk and limit related reports
Example: Limit System Setup
Parameterising the Limit System (LIP)
Avaloq Certified Specialist
This course is part of the specialisation in the area of competence