RiskHedge
RiskHedge
evaluates value at risk for investments in most asset classes and is suitable for a wide variety of trading strategies. In a changing market environment, it is crucial to have a
customizable, single platform solution to evaluate Value at Risk, RiskHedge presents forecasts and reports based on multiple market, economic, and external risk factors. Variables such as changes in security prices, option volatility, and credit spreads are integrated with stress testing and what if/scenario/event analysis to evaluate risk.
Features
- Calculates risk for an entire portfolio
- Provides transparency and analysis for satisfying investor reporting
- Provides calculations, sensitivity analysis, benchmarking and reporting
- Examines the primary types of VaR - parametric, historical and Monte Carlo
- Adjusts forecasts for changes according to user-defined parameters
- Offers a history of VaR report for backtesting
Benefits
- Saves time and money by offering a comprehensive risk management process on a single platform
- Minimizes client investment in technology or infrastructure with ASP delivery
- Tailors reports to meet investor reporting requirements and accuracy expectations
- Anticipates market spread to be paid in the event a position needs to be liquidated
- Generates custom, web based reports with drill-down, filtering, and charting capabilities
- Offers on demand reporting