When VaR absolutely cannot wait. Analyze VaR results nearly instantly in the same view as P&L, Margin and Greek risk . Calculate Var by account/product and expiry. Utilise limit alerts based on VaR calculations and expose future issues with the risk dashboards.
Take another view of risk. Supplement exchange margin calculations with a side by side view of VaR. Calculate meaningful risk ratios of VaR vs. NLV and TNE and expose those results to support risk based margin financing agreements. Set limit alerts on VaR criteria
Create your scenario. Take advantage of user defined settings that can be configured on the fly. Make intraday adjustments to fit a changing market environment or run a fixed scenario as a perfect compliment to exchange margin.
In a rapidly changing world, it can be hard to keep up with all the new features technology delivers. We simplify this by producing regular feature updates. Contact any of our business development or support team to find out more about how our platform helps you achieve Risk as Alpha.
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