Calculation and management of risks have become mandatory in accordance with the Danish Financial Statements Act. SUPERPORT enables the user to calculate the following:

Interest rate risk
Enables the user to calculate interest rate risk and duration at security or portfolio level

Currency exposure
Enables the user to calculate currency exposure per currency (ISO code)

Counterparts and credit risks
Enables the user to manage credit lines for either counterparts (mostly corporations) or clients (mostly banks)

Middle Office

In line with increasing demand, ALOC has been working intensively over the past couple of years developing a number of Middle Office modules, each containing various advanced integrated analytical features and decision supporting systems. These modules meet the common analytical requirements for both corporations and portfolio managers.

• Pricing of securities, long-term loans and financial instruments
• Calculation of various key figures and risk targets
• Estimation of interest rate structures
• Simulation
• Portfolio optimization and hedging
• Scenario analyses - What-if analyses
• Horizontal analyses - dynamic analyses

New types of instruments and key figures

The modules are developed continuously to include new types of instruments and key figures in keeping with the users' requirements. New releases are issued every year, ensuring that the users are always up-to-date with the newest development.