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.
