Key Risk Reports:
RVPortfolio is a real-time Risk and P&L portfolio management system. It is designed for Portfolio Managers(PM) and Risk Managers(RM) to share a consolidated system. RVPortfolio boasts a multi-hierarchy framework, which allows PMs to organize their portfolio and drill-down their risk at the “strategy” level, while RMs aggregate their portfolio to book or firm level.
RVPortfolio provides conventional risk, such as DV01, CS01, $Greeks, and VaR, as well as a suite of advanced risk functions, including but not limited to: Rate and Vol Bucket Risk, Forward Risk, Basis Risk, PCA scenarios, P&L Explained, Stress test, and Gamma Risk. We decompose these risk factors to allow PMs and RMs to fully explain the source of their P&L. RVPortfolio offers flexible stress testing and customized scenario reports to help RMs manage their unique risks and meet regulatory requirements, including CCAR and DFAST.
It is well known that reliable intraday P&L is challenging to produce, especially in the fast moving market. RiskVal leverages a proprietary live data management approach to eliminate market data inconsistencies for complex trading strategies. Stable intraday P&L is vital for active PMs to trade with confidence.