VaRManager™
VaRManager is a value-at-risk application that runs 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[FEA] the recognized leader in financial derivative valuation technology. * Determine portfolio risk “hot spots” * Create and monitor VaR-based trading limits * Calculate VaR-adjusted
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Editorial Team
- May 12, 2021
- 1 minute
VaRManager is a value-at-risk application that runs 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[FEA] the recognized leader in financial derivative valuation technology.
* Determine portfolio risk “hot spots”
* Create and monitor VaR-based trading limits
* Calculate VaR-adjusted portfolio and subportfolio performance measures
* Ability to batch VaR calculations and schedule processing
* Compare the cost of putting on a hedge with its impact on VaR
