KGR is a single, modular platform for both credit and market risk management. It consolidates exposures across
multiple locations and from multiple front-office systems including Kondor+. KGR covers all asset classes including FX, Money
Market, Fixed Income, Exchange-Traded, OTC Derivatives and Structured Products.
The consolidated view of risk exposures delivered by KGR supports a robust, comprehensive internal risk management framework
and enables our clients to comply with external regulations.
KGR is also a proven, powerful real-time limits management system that provides you with comprehensive credit limit analysis
by different attributes such as counterparty, industry, sector or country. The system has the capability to control and monitor
your institution's global credit risk exposures.
Its Credit Risk module enables the comprehensive calculation and control of credit risk exposures across your company and
supports the implementation of economic and regulatory requirements. KGR provides the capability for banks to meet Basel II
regulatory capital requirements in relation to credit risk for the different approaches.
KGR's Market Risk module aggregates simulated trade valuations from multiple front office systems for input into the market
risk module to calculate Value at Risk numbers including back and stress testing features.