At Trade VaR

Supplement real-time P&L and exchange margin calculations with At Trade VaR in the same system. Configure confidence level, tenor, and historical lookback period to generate meaningful VaR values by account. Configure risk dashboards and automated limit alerts based on VaR and related VaR/Margin risk ratios.

Key features

Real-time VaR calculations

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.

VaR driven risk ratio calculations vs. NLV and TNE

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

User configurable setting for confidence %, tenor and lookback period

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.

Find out more

Ready to find out more about how our At Trade VaR solution can help you start your journey to leveraging Risk as Alpha? Get in touch with us by clicking the button below
Find out more

Latest features

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.

No items found.

View all latest features