RVCom covers energy, agriculture, precious metal, and weather futures and future options and can be customized to cover other sectors to allow clients complete control over their risk management. RVCom is Basel II compliant to enable commodity portfolio managers to track their portfolio risk including VaR.
Key services that RVCom offers include:
o Commodity VaR via historical simulation
o Gross and Net position exposure analysis
o Liquidity risk analysis
o Stress scenario analysis.
o Worst draw down scenario analysis
o Option stress scenario analysis
RVCom is now live with hedge funds in the US and UK. RVCom can be run directly by reasonably sophisticated Risk teams, or provided as a service by risk/ trading consulting houses including K&L Management Consulting.
âWith RVCom we are able to provide our clients with unparalleled risk management services in the commodity space,â said Jordan Hu, President and CEO of RiskVal. âDriven by the flexibility of RiskValâs outstanding services, RVCom is an indispensable tool for evaluating and monitoring all types of complex commodity trading strategies.â
RVCom is the latest addition to RiskValâs suite of SaaS products for risk management and trading, including RVFI for Fixed Income and RVCredit for Structured Credit.