Why FRM(Future Risk Management)?
FRM Framework
FRM Main Function
- Risk management status: interest rate/exchange/liquidity risk
- Financial market information: interest rate/exchange rate/oil price/stock index
- Cash balance: Cash inflow/cash outflow
- Financial ratio: stability/profitability/growth
- Daily update of financial market information
- Interest rate: Treasury Bond/Corporate Bond by maturity
- Exchange rate: exchange rate against the won in major countries
- Stock price: stock indices of KOSPI/KOSDAQ/main countries
- Financial assets/liabilities held by companies
- Foreign exchange assets/liabilities held by companies
- Foreign exchange transaction status
- Interest rate/exchange rate volatility
- Risk assessment: interest rate/exchange EaR, Credit Var(Swap)
- Risk stage monitoring: Green/Yellow/Red
- Risk scenario composition:
composition by factors of sales decrease/cost increase
- Financial impact analysis by scenario
- Periodic monitoring
Comprehensive report on current changes compared to the previous year
- Early warning of danger: e-mail/SNS
FRM Main Function
- Risk management status: interest rate/exchange/liquidity risk
- Financial market information: interest rate/exchange rate/oil price/stock index
- Cash balance: Cash inflow/cash outflow
- Financial ratio: stability/profitability/growth
- Daily update of financial market information
- Interest rate: Treasury Bond/Corporate Bond by maturity
- Exchange rate: exchange rate against the won in major countries
- Stock price: stock indices of KOSPI/KOSDAQ/main countries
- Financial assets/liabilities held by companies
- Foreign exchange assets/liabilities held by companies
- Foreign exchange transaction status
- Interest rate/exchange rate volatility
- Risk assessment: interest rate/exchange EaR, Credit Var(Swap)
- Risk stage monitoring: Green/Yellow/Red
- Risk scenario composition:
composition by factors of sales decrease/cost increase
- Financial impact analysis by scenario
- Periodic monitoring
Comprehensive report on current changes compared to the previous year
- Early warning of danger: e-mail/SNS
FRM Features
