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Risksvr™ is currently the most sophisticated risk management engine
in the marketplace.
Risksvr™ was specifically designed to provide advanced risk analytics
to investors who understand risk management should always be part of their investment
process.
Risksvr™ processes Market Prices, Market and Credit Risk Factors,
Trades, Counterparty and Country Information and Produces industry standard
Market, Credit, Country and Liquidity Risk Measures for both short
term and long term analysis.
Risksvr™ covers the most advanced risk methodologies used in industry.
It is currently the only engine that integrates multiple copula models
in
Market, Credit and Country Analysis.
Risksvr™ is designed as a Generic Calculation Server.
Depending on the type of data provided
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Market Prices
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Market and Credit Risk Factors
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Trades
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Counterparty and Country Terms and Conditions
Then from the type of Analysis requested it can produce
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Absolute and Relative Risk Analysis for short and long-term horizons.
Including Credit Sensitive instruments and complex
credit sensitive portfolios.
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Credit Exposure Drilldown at each account level.
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Exact Country Exposure through every Counterparty's trades and
settlement conditions, including collateral, netting provisions and
country ratings.
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Independent Correlated Defaults and Copula Time to Default
analysis for Counterparty unexpected loss analysis.
Model Analysis and Liquidity Risk Analysis. Dual mode Transition
Migration.
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And much much more,....
Handles all Risk
Management Terms and conditions fed into Risksvr™:
CreditCurveManager is now part of the Interface on Windows stand-alone version only.
This Windows Interface allows you to Manage
Credit Related Risk Factors in one single Interface:
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Transition Scale and Adapter to adapt Transition Matrices from one Rating System to Another .
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CreditCurve Converted with drag & drop What-If..
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Obligor Correlation with Correlation Simulation.
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Transition Migration to Credit Curve Adapter.
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Rating System with Risk Weight Management.
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XLStream provides a direct access to Realms and DataSources from Excel Ranges.
XLStream provides both User Interfaces and User Defined Functions
to feed data from Excel Ranges into Risksvr™ and redirect
Risksvr™ data into Excel.
XlStream is also designed to save session data and Ranges in order
to automate your future Risk Management sessions.
Both XLStream and XLSeries are powerfull tools designed to work with Real-Time Data feeds.
Time-Series-Manager
now includes in one single module:
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Snap, Scrub and Create Risk Factors on the Fly for Time-Series accumulation.
Fill missing points with user defined functions. (PreviousValid, NextValid,
AverageToDate, MLE, VolToDate, etc)
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Compute Absolute and Relative Moments (Volatility, Correlation, Skewness & Kurtosis) for:
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Currencies, Equities, Commodities, Riskless Curves and Spread curves (Additive, Multiplicative & Full), Volatilities
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Full Spread and Riskless Curve Correlations for dual multivariate stochastic movements
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Forward Volatilities and Correlations for Market Model and Volatility
Function Models.
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Interest Rate Mean Reversion.
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Spectral Decomposition and correct Non-Definite or Semi-Definite Matrices.
Expected Maximum Likelihood estimators.
Compute Unitize and non standardized Correlations for Cholesky Bypass
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Save Results in multiple format. (Database, xml, csv, name value pair)
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Compute Correlation Delta and Moments of Volatility.
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XLSeries is an Excel Time-Series-Manager DataServer plug-In.
Functionality:
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Snap Data from Feeds or other sources directly from Excel
into DataBase. This tool is adapted to the latest Excel 2007 C API and
is designed to support multithreading.
Especially useful when real-time data needs preprocessing.
This module opens the door to Real-Time Earnings-at-Risk, Value-At-Risk,
Credit Exposures and Time-To-Default Computations.
Updates can be performed directly into
Generic Open Engine API or indirectly through the Market Vertices
Time-Series Database.
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Snap market data into your datase and from to Shared Memory Data Server
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