Why RiskVal
RiskVal was established in 2001 by the founder and CEO, Jordan Hu. He was determined to bring together talents from Wall Street and academia to create a front office platform that was not only powerful but flexible to evolve with the market in real-time. This has become the core motto for RiskVal in our journey to become the #1 front office solution for the fixed income markets.
RiskVal brings together a team of highly experienced and disciplined team of quants and software engineers, in order to provide an integrated approach for pricing, portfolio management, and risk management. Their expertise and efforts, combined with direct feedback from our clients at top-tier financial institutions, leads to continuous enhancement of the system. This discipline ensures RVSuite stands head and shoulders above competitors as the leading trading analytics system on Wall Street.
RiskVal Unique Characteristics:
- A comprehensive coverage of equity, fixed-income, foreign exchange, and derivative securities
- A platform that smoothly integrates real-time market data with high-speed analytics to provide traders and managers a true picture of changing market conditions at all times
- A complete risk management interface for easy integration of valuation and portfolio management system
- The construction of an arbitrage-free yield curve is based on an advanced interest rate model and volatility curve
- The capability to perform scenario analysis under various assumptions and market conditions in order to provide the best estimate of portfolio values and real-time P&L
- Functionalities to report conventional risk measures such as DV01, duration, and convexity, as well as advanced risk measures including forward rate risk, key rate duration, and bucket risk. Risk management and hedging are hence integrated
- Enhanced analytics to provide users with the accurate breakdown of daily/estimate P&L sources.