An advanced analytical solution to model credit, market, operational, and liquidity risk. It integrates advanced quantitative methods and decision analytics into a user-friendly environment for financial risk management. CMOL simplifies Basel II and Basel III requirements, and Solvency I and Solvency II approaches, providing powerful analytics with user-friendly results and compliance reports.

CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.

The CMOL software was developed to run quantitative models associated with credit, market, operational, and liquidity risk management. CMOL simplifies the risk-based Basel and Solvency requirements to empower managers and analysts with insights from powerful analytics, detailed results and quick reports.

”One tool to analyse financial risks and investment decisions.”
5/5
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.

With CMOL, managers gain access to comprehensive models and valuations for credit risk (PD, EAD, and LGD) Volatility, Market and Credit Exposures, Asset Valuation, Debt Valuation, Credit Conversion Factors (CCF), Loan Equivalence Factors (LEQ), Options Valuation, Hedging Ratios, and much more.

CMOL implements Monte Carlo Risk Simulation, Copulas, Optimization, and Asset-Liability Analytics to simplify Basel and Solvency requirements in financial risk management (credit, market, operational and liquidity, including basic, standard and advanced models).

CMOL uses more than 50 probability distributions, including Extreme Value Distributions (EVT), to estimate Operational Losses and Frequency of Operational Risk Events, Value at Risk (VaR), and Liquidity gaps, among other key risk indicators.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.

Credit Risk: CMOL applies Basel II/III requirements on counterparty risk and credit risk modelling (residential mortgages, wholesale corporate and sovereign debt, and miscellaneous credit), computes Regulatory Capital (RC), Risk-Weighted Assets (RWA), and Economic Capital (EC), given inputs such as historical default data to compute Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).

CMOL

Is a powerful tool that empowers financial decision-making by providing advanced analytics for credit, market, operational, and liquidity risk management. With CMOL, you can gain a clear understanding of the downside risks that could trigger potential financial losses and defaults.

Market Risk:

CMOL models market risks and determines potential losses in positions arising from market variables like prices, currencies, and volatility. Users can compute gross Value at Risk (VaR) and internal simulated VaR with various holding days and VaR percentiles.

Run Monte Carlo Risk simulations and determine whether your carbon emission reduction or dismantling projects will be delivered on time or within budget.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.
Operational Risk: CMOL performs risk quantification of potential losses caused by people, processes, systems, or external events that disrupt business operations. This solution supports the most used Basel's Operational Risk methods, including the Basic Indicator Approach (BIA), Standardized Approach (TSA), Alternate Standardized Approach (ASA), Revised Standardized Approach (RSA), and Advanced Measurement Approach (AMA).
Credit Risk • PD • EAD • LGD • Volatility • Market Risk • Value at Risk (VAR) • Credit Exposures • Asset Valuation • Debt Valuation • Operational Risk • Liquidity Risk • Credit Conversion Factors • Monte Carlo Risk Simulation • Copulas • Optimization • Asset-Liability Management (ALM) • Liquidity Gap and Much More!

Liquidity Risk:

CMOL performs liquidity risk analysis to determine whether a company can meet its financial obligations. This solution uses quantitative methods for Asset-Liability Management (ALM) and Liquidity Gap analysis to determine the Economic Value of Equity (EVE) and Net Income Margin (NIM) by factoring in both interest rate and liquidity risks.

CMOL allows conducting stress testing and scenario analysis to combine strategic planning and financial risk management.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.

Analytical Models:

CMOL provides a large set of credit exposure models (structural, time-series, portfolio, and options) to estimate PD, EAD, LGD indicators, options-based asset valuation, volatility, debt instrument valuation, Credit Conversion Factors (CCF), Loan Equivalence Factors (LEQ), and many other models.
CMOL applies Monte Carlo Risk Simulation methods alongside convolution techniques that blend probability distributions of operational risk (Severity and Frequency). This combined approach aids in determining Expected Losses (EL) and Unexpected Losses (UL) and estimating Basel's OPCAR (Operational Capital at Risk) values specifically for the AMA approach.
Manage the downside of financial risks using Key Risk Indicators (KRIs) to proactively identify and mitigate potential risks. With CMOL, you can focus on critical risk areas and align risk management with business objectives.

CMOL offers robust analytical capabilities tailored for financial institutions, encompassing credit, market, operational, and liquidity risk analysis. With multilingual support and comprehensive resources and analytical models, CMOL simplifies Basel II/III and Solvency compliance, empowering managers, auditors and risk analysts with user-friendly software.
CMOL Risk | An advanced analytical solution to model credit, market, operational, and liquidity risk.
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Industries and Client using ROV CMOL

CMOL's suite of financial tools increases efficiency on Basel II/III and Solvency compliance. CMOL computes essential metrics like Regulatory Capital, Risk-Weighted Assets, Economic Capital, Value at Risk (VaR), and Expected Losses.
• FinCooperative • Building Society • Mutual Trust Microfinance • Rephidim Microfinance • Shepherd Trust • Oregon Bancorp • FinWise Bancorp • Solera National Bancorp • Bansi • Autofin • Actinver • ABC Capital • Bankaool • Among Others

Energy & Utilities

Aerospace & Defense

Finance & Banking

Manufacturing & Consumer Goods

Construction & Engineering

Insurance & Reinsurance

Smart pricing

Pricing

Software & License

2024

Annual Subscription

£1195

per year

3-year Subscription

£2395

3-year

Perpetual Licence

£3995

single payment
Software & License

2023

Annual Subscription

£1195

per year

3-year Subscription

£2395

3-year

Perpetual Licence

£3995

single payment

Installation Requirements (Windows)

Operating system

Windows 7, 8, or 10 (32-bit and 64-bit)

Software requirements

Microsoft Excel 2013, 2016, 2019
Microsoft Excel® for Microsoft 365 (32 and 64 bit)
Microsoft®.NET 2.0, 3.0, 3.5 or higher

Hard disk

650 MB Hard Disk Space

Permissions

Administrator rights for installation of the Software

Other

For users of the MAC OS operating system, use the software if have Bootcamp, Virtual Machine or Parallels

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