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Key Product Highlights
- Multiple risk methodologies to calculate VaR and Expected Shortfall: Analytic
or Parametric VaR, Monte Carlo and Historical Simulation, and Extreme Value
Theory for tail risk analysis.
- Advanced stress test, scenario analysis, and backtesting modules.
- Highly customizable, Excel based reporting tools.
- Open market data approach, and volatility and correlation calibration tools.
- Marginal and Incremental VaR analysis.
- Wide instrument coverage for equity, fixed income, commodity and foreign
exchange instruments.
New Product Features in version 4.3
- Conditional volatility and correlation calibration
for extreme event analysis.
- Comparative Analysis and integrated estimation of
VaR and ETL.
- Flexible reporting and "drill-down" analysis
down to the instrument level for VaR and Stress Scenarios.
- Advanced Backtesting module.
- Enhanced data visualization tools.
- 5 years of daily historical time series and market
data management tools.
- Newly designed user interfaces.
Key Benefits of FEA Risk Solutions
- Flexibility, fast implementation time, and easy fit into user's workflow.
- Market-proven risk engine: speed and robustness of risk calculations.
- First-class support and professional services.
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