VaRManager Overview
VaRManager is a state-of-the-art value-at-risk application that can be run on a stand-alone basis or as an addition to an existing deal-capture system. The analytic "engine" inside VaRManager is provided by Financial Engineering Associates, Inc., [FEA] the recognized leader in value-at-risk and financial derivative valuation technology.
VaRManager output includes Component VaR, Additive Subportfolio VaR and VaRdeltaR. These features make it easy to:
- Determine portfolio risk "hot spots".
- Create and monitor VaR-based trading limits.
- Calculate VaR-adjusted portfolio and subportfolio performance measures.
- Rapidly evaluate candidate transactions for their impact on VaR, without time-consuming portfolio-wide recalculations.
- Compare the cost of putting on a hedge with its impact on VaR.
Learn more about about VaRManager by exploring its analysis features and transaction types.
Ease-of-Use
- Searchable Transaction and Historical Price Databases.
- Security provided through password protection and customized access.
- Extensive on-screen menus, pull-down lists and selection buttons.
- File import capability for historical price and transaction data.
- Monte Carlo and Analytic VaR calculations controlled from a single screen.
©Copyright
2005-2008 | All Rights Reserved.