Rapidly add sophisticated portfolio risk analysis Generate Value-at-Risk (VaR), multi-dimensional stress testing, exposure analysis, and options analytics across portfolios, sub-portfolios, and individual positions. Interact with powerful views of risk in order to better track intraday portfolio activity. Multi-model Value at Risk (VaR) – Parametric, Historical Simulation and Monte Carlo VaR decomposition – Marginal VaR and
Rapidly add sophisticated portfolio risk analysis
Generate Value-at-Risk (VaR), multi-dimensional stress testing, exposure analysis, and options analytics across portfolios, sub-portfolios, and individual positions. Interact with powerful views of risk in order to better track intraday portfolio activity.