Our suite of risk tools can help manage risk at multiple points in the investment life cycle
Value at Risk & Stress Testing are valuable tools that can be used across firms, in trading, risk management, finance and treasury, and operations.
Trader / Portfolio Manager
- View the impact of increasing or decreasing a position on VaR
- Understand the effect of including a new product on portfolio risk in terms of VaR or shock
- Better understand portfolio risk profiles
- Establish limits to trigger automatic alerts when VaR or a particular shock breaches a threshold
- Use VaR to independently validate broker margin requirements before processing cash or collateral movements