Ex-Ante Risk Solution for Buy-side

Delivers risk analytics and including VaR, Sensitivity Analysis, Scenario Analysis/Stress Testing at both Portfolio and Security level.    Provides Risk managers and Analysts ability to conduct analytics in real-time, with calculation monitoring via web interface.

Core Analytics:
  • Historical VaR
  • Component VaR
  • Incremental/Marginal VaR
  • Diversified VaR/UnDiversified VaR
  • Scenario Analysis
  • Configurable Custom Scenarios
  • Configurable Yield Curves
  • Economic Value of Equity (EvE)
  • Earnings at Risk (EaR)
  • Sensitivity Analysis
    • PV01,DV01, Key Rate Duration (KRD)
  • Hedging Portfolio Details
  • Backtesting VaR
  • Look through capability