Risk Management: RVPortfolio

RiskVal’s risk management software focuses on the needs of the Risk Manager and centers around 3 key pillars: VaR, scenario analysis, and risk reporting.


As a service provider for over 18 years, RiskVal is known for market expertise and dedication to provide each client with continuous, excellent support. Customer feedback is the main driving force that allows us to stay ahead of the curve and be among the perennial market leaders. A direct, ongoing relationship is the key to being prepared for changes in the risk management approach.
 

RiskVal's Core Value

 

Unique approach to VaR

  • Dual Historical VaR approach: Full Valuation Method & Market Risk-Factor Method

  • Models are vetted by active traders and portfolio managers to track the market accurately and find relative value opportunities, so both the factor-based model sensitivities and the market data driving both methods are clean enough for the most detailed and thorough risk professionals.

  • RiskVal not only generates P&L history, but also creates P&L attribution, so Risk Managers can examine the accuracy of P&L down to the strategy and position level.

 

Scenario Analysis

  • Stress Test reports based on the largest market loss events over the past few decades are included such as Lehman collapse and recent events like Brexit.

  • Custom scenarios can be created with detailed granularity to simulate potential shocks. Dozens of market factors are available on either absolute or relative terms.

  • RiskVal makes it easier for users to manipulate these factors in combination by implementing a historical correlation matrix among factors with configurable time horizons.

 

Risk Reporting

  • Multiple industry-standard templates improve risk reporting efficiencies, since the system already has the necessary inputs for Hedge Fund managers and institutional investors to communicate their unique portfolio value.

  • For example, industry-group compliant OPERA reports are position based rather than returns based. It includes breakdowns of your portfolio by Credit Rating, Sector, Region, Currency and market-standardized reporting methods for VaR, portfolio sensitivities, and Stress Tests.

  • Portfolio Managers benefit from RiskVal’s expertise on Front Office Risk Reports, including Bucket Risk, Forward Bucket Risk, Basis Risk, and $Greek reports to drill into the source of your portfolio risk.

 

Key Advantages of RiskVal's Risk Management

Link the Front & Middle Office

Comprehensive

Risk Analytics

High Quality

Market Data

Real Time

Risk and P&L

"I'll mark you guys down for the best customer service from any vendor"
Dan M.

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RiskVal Financial Solutions, LLC is a financial engineering and a global supplier of SaaS for risk management, portfolio management, and trading strategies.. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.
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No. 27, Lane 412, LóngJiāng Road
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Taipei City, Taiwan 10490
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