VaRworks is a risk management toolkit that integrates risk data and calibration functionality, with FEA's advanced risk analytics for Value at Risk (VaR), Expected Tail Loss (ETL), stress test, and backtest calculations in a newly designed user interface with highly customizable reports.
Description:
VaRworks is the most comprehensive and flexible market risk measurement software toolkit available today. Its Excel-based interface allows for the level of user interaction that modern extreme event risk estimation techniques require. By partnering with FEA, risk managers have at their disposal best-of-breed market risk analysis tools that can easily fit within their risk management process. New backtesting functionality allows risk managers to check the validity of the risk models being used, and avoid costly surprises.
What makes VaRworks unique?
No other application can match VaRworks in terms of its extreme event and tail
risk analysis tools, its ease of integration, and high degree of user interaction.
VaRworks is fully documented, rigorously tested, highly optimized, and comes
with all the features that risk managers at hedge funds have come to expect
from FEA analytics. That's why some of the most sophisticated hedge funds rely
on VaRworks to generate daily VaR and mark-to-market numbers, to monitor and
disclose the risk of their strategies.
| Key Benefits: |
- Report and monitor portfolio risk using best industry practices
while keeping full control of the measurement and disclosure process.
- Calculate tail risk, examine exposure to extreme market events,
and take corrective action to adjust the risk profile.
- Enhance the risk control process by implementing dynamic risk-based
and stress-loss limits.
- Determine your portfolio's response to multiple correlated market
scenarios under extreme conditions.
- Identify and manage portfolio "hot spots" and determine
optimal hedges.
- Backtest the effectiveness and accuracy of your risk measures
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View the VaRworks product profile .
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