Visual Risk™ has developed a comprehensive Cashflow-at-Risk (CFaR) module for
interest rate, FX and commodity risk managers. The system uses dynamic Monte Carlo
simulations to rapidly model market behaviour and is a powerful mechanism for stress testing
and comparing the effectiveness of several risk management strategies.
Powerful Monte Carlo Simulations
- Helps you to better understand, stress-test and manage your market risk
- Projects market behaviour using advanced algorithms including Geometric Brownian
Motion, Mean Reversion and Jump Diffusion
- Rapidly and visually generates thousands of price paths
Strategy Comparison
- Compares the cashflow impact of different hedging strategies
- Focuses on strategically optimising the risk/reward trade-off
- Clearly identifies potential worst-case outcomes within defined confidence intervals
Multiple Asset Classes
- Provides an enterprise-wide view of risk exposures
- Models interest rate, FX and commodity exposures either in isolation or in combination
- Analyses the effect of price correlation on risk between various asset classes
- Models and maps the potential effects of market movements on your cashflow
Need more information? Download the brochure below.
Cashflow-At-Risk (PDF - 124Kb)
