Be the architect of your VaR calculations. Configure and archive multiple VaR scenarios for daily use or store for use under specific market conditions. Control the VaR method, tenor, confidence level, number of scenarios, currency, historical look-back period and much more.
Take the VaR blinders off. Maximise your visibility into the source of your risk. Our VaR tool provides clarity into the accounts as well as the products and expiries contributing to your VaR totals. View VaR calculations in ascending/descending order for each day of your historical observations.
Spread the word inside your organisation or to third parties. Use .pdf or .csv exports to deliver meaningful VaR information to Credit and Sales departments as well as to regulatory bodies instantly.
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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