PMS Risk Management. Your competitive advantage.

In need of financial risk management? Then choose PMS.

Market Risk | Interest Rate Risk | Counterparty Default Risk | Liquidity Risk | Risk Control

Our system combines various risk types from typically diverse risk silos and offers an incredible and at the same time highly transparent range of risk-related key figures.


PMS, the financial software, provides integrated functionalities that are built on each other to estimate market risks including interest rate risks and spread risks, credit and default risks as well as liquidity risks up to asset liability management. PMS can assist you particularly in the integration of risk silos in a comprehensive risk management. PMS supports the user in each phase of the overall process of identifying, analysing, measuring, aggregating, evaluating, estimating, limiting, tracking, controlling, mitigating, eliminating, hedging, transferring, visualising these risks up to internal/external reporting. We address risk management in banks and treasury departments as well as in investment management.

We are by your side – during the technical process and integration analysis, for financial method and model consulting as well as for your individual risk management solution in PMS.

We work closely together with our customers to address topical issues (e.g. negative interest rates, Credit Valuation Adjustment, model risk, prudent valuation, basis spreads, leverage, Collateral Management, Expected Shortfall and many more) that are subject to market changes, our customers‘ strategic orientation and regulatory requirements (such as Basel III, MaRisk, KAGB, AIFMD, IFRS 13, IFRS 9, etc.).

Value-at-Risk has been integrated in PMS with all its facets: Approaches of the historical simulation, the structured Monte Carlo simulation and VaR according to the parametric Var/Covar approach including backtesting (clean & dirty). Component breakdown (FX, interest rate, spread, etc.) is available for VaR but also for backtesting. PMS computes Marginal, Incremental and Component VaR. Long-term VaR and Expected Shortfall round off this professional range.

Preliminary information on specific aspects of the PMS risk management solutions can be obtained for example at

Credit Portfolio Management | Interest Rate Risk in the Banking Book (RRBB) | KAMaRisk | SCR Calculation Solvency II