RiskVal Financial Solutions

Relative Value Fixed Income (RVFI): Pre-Trade Analytics

Fully integrated platform with real-time market data and security master along with industry stressed test analytics with 3-step trading workflow: (1) Monitor real-time trading sectors and identify relative value; (2) Generate trading strategies based on selected relative values; (3) Monetize favorable trades into an execution plan. 18 years of high-quality market data and derived relative …

RVPortfolio: Risk Management

RVPortfolio focuses on the needs of the Risk Manager and centers around 3 key pillars: VaR, scenario analysis, and risk reporting. Dual Historical VaR approach: Full Valuation Method & Market Risk-Factor Method RVPortfolio 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 …