Market Risk

  • Broad range of risk exposure measures supported, including net, gross, volatility, betas, and stress testing.
  • Full Monte Carlo VaR with integrated back testing against experienced P&L.
  • APT factor analysis statistics.
  • Various basis risk measures.
  • Customizable stress test scenario generation.
  • Exposure. Compare the portfolio sector or security weights to a benchmark and view changes over time.
  • Monitor new instruments.