WHY RISKVAL?

The Philosophy of RiskVal Financial Solutions

To design an integrated financial system to meet the demand for accurate valuation and efficient risk management. As such, the RiskVal system is designed to provide:

  • A comprehensive coverage of equity, fixed-income, foreign exchange, and derivative securities
  • 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
  • A platform that utilizes real-time market data to provide traders and managers a true picture of changing market conditions at all times
  • Enhanced P&L analysis, so that users know the sources of each day’s P&Ls

The success of RiskVal Financial Solutions is attributable to the team of talented and dedicated members from Wall Street and academics. Their experiences and efforts, combined with direct feedback from our clients at the world’s top tier fixed income trading firms, leads to continuous enhancement of our pricing models to produce the best estimate of fair market value as well as meaningful risk measures.

The first complete RiskVal system was released in 2000. Credit Suisse used the system for fixed-income & related trading in New York.