RVPortfolio allows managers to break down risk into individual component and then dig deeper using risk analysis tools that include risk factor sensitivities,P&L Explanation,Scenario Analysis and Value-at-Risk.
RVPortfolio elminates the tedious work required to identify risk factors and gives manager an intuitive tool that helps them to make better decisions.
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RVPortfolio boasts a multi-hierarchy framework, which allows portfolio managers to organize their portfolio and drill-down their risk at the “strategy” level, while risk managers aggregate their portfolio to book or firm level. The system not only allows users to monitor real-time portfolio performance, but it also supports users to select any date from the past and view history performance.
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.
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.
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.