AgT-RMS

AgT-RMS is a collections of  quantitative tools which are  developed by AGNITYA.
These tools are independent modules with base library developed in C++ and are wrapped with Python, C and C#.
AgT-RMS provides the support to connect these modules to various position keeping systems e.g. Murex, Sophis, Summit, Front arena through the interface. These tools can be scaled by using parallel processing on the graphics cards.

AgT-RMS introduces the following modules.

1. Interest rate risk for banking book- IRRBB
2. Fundamental review for trading book with standard method- FRTB
3. Standardised approach for counter party credit risk exposure
4. Standard and advance model for operational risk regulatory models
5. Economic capital model under Basel-II requirements
6. Advanced and standard internal rating based approach for capital requirement calculation under Basel-II framework- RWA
7. Standard initial margin model for calculating initial margin for uncleared OTC derivatives- SIMM