Risksvr™

Market, Credit & Liquidity 
Financial Risk Management Calculation Server

Risksvr™ is a strategic and tactical Server designed to measure all the Risks embedded in your investments.  


Risksvr™ gives you access to a wide range of instrument fair valuation and risk measurement capabilities. From absolute or relative VaR, Marginal & Incremental Measures, conditional VaR, Potential Future Exposures, Counterparty Bankruptcy Losses, Survival Probabilities & Credit Enhancement.

Run Risksvr™ Calculation Engine Online


Risksvr™ gives you the analytical power to Enhance your portfolio by measuring concentration risks and diversification benefits or any other structural property you deem relevant between assets. 

Risksvr™ extends beyond basic modeling and delivers advanced measures previously only available to the best of breed.

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Risksvr™ can also be licensed to run on your desktop computer or dedicated servers.

  1. Run Risksvr™ Engine Online Courtesy of RiskServers sa:
    The online version support Four (4) different user levels:
    - Beginner.
    - Streamlined.
    - Professional.
    - Financial Risk Manager. Available to certified frms.

 

All levels provide the same analytics, Beginner and Streamlined levels provde fewer settings and screens and are thus friendlier to use!

 
If you are new to Risk Management, we recommend you start off as beginner and then scale up as you master the analytics. 
All versions give you control over:
-analysis setup
-instrument positions:
 
Vanilla Derivatives for simpler version, exotics for advanced. Full cash-flow streams for professionals.
-credit data definition.(edfs for beginners, hazards, survival, transitions for advanced).
-market data computations. Scenario and what-if analysis.
-output reports.
There are however limitations with regards to the number of runs, reports and time series you can perform.

  1. Download Risksvr™ Engine : Download the Engine and set it up on your desktop or a on dedicated server. Scale it across hosts, databases, serves and browsers or run it from one single input file !

    You can either download  Risksvr™ alone and plug in your own input output interfaces via ASCII, xml or database respositories) or you can download the C++ http/xhtml GUI interfaces.
    Risksvr™ can also be run directly from Excel®.

    As with any other Calculation Servers worthy of its name, Risksvr™ is designed to user ALL computer resources available on your machine. This means that the engine will plunder all resources available in order to complete the analysis in the shortest timeframe possible. (i.e. read 96-98% cpu). Risksvr™ is NOT designed to accommodate other applications while it is running, instead it computes your results in the shortest timeframe possible. If you intend to use Risksvr™ frequently, we recommend you download the engine on your own machine. This will allow you to take complete control over the granularity of the scenarios you want to run.

 

 

 

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