Real time non-parametric stress testing and correlation

3 April 2008

TFG has extended its leading-edge risk management tools to include real-time non-parametric stress testing. This allows the user to easily see the exposure of the portfolio (or subset) to a market variable. As an additional risk management aid, TFG users can examine the correlation between both market variables and portions of the portfolio. These values are presented in TFG's unique market monitoring component: MasterMind.

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