Risk Analytics
Visual Risk™ is an advanced decision-support system for risk managers. Its powerful calculation engine simulates the effect of market movements on both long-term cash flow and valuations. It actively quantifies market risk sensitivities within your underlying positions and allows you to dynamically analyse and stress-test both existing portfolios and potential what-if hedging strategies.
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Superior market risk management
- Applies a unique visual approach to quantify and report risk exposures.
- Models and values derivatives from vanilla through to exotics.
- Excels at what-if analysis.
Defends the 'bottom line'
- Helps to optimise the risk/reward trade-off of hedging strategies.
- Stress tests portfolios with dynamic scenario modelling.
- Challenges market forecasts ensuring no future shocks to your bottom line.
Flexible cash flow forecasting and sensitivity analysis
- Analyses alternative exposure and hedge profiles.
- Generates long-term cash flow forecasts and budgets.
- Assesses cash flow and valuation sensitivities with ease.
Advanced visual reporting
- Generates dynamic flexible reporting that provides unique insights for management.
- Analytic output is graphically and numerically represented.
- Tracks adherence to treasury policy including hedge ratios and targets.
Cashflow-at-Risk and Value-at-Risk analysis
- Analyses Cashflow-at-Risk with powerful Monte Carlo stress tests.
- Generates Value-at-Risk (VaR) with multiple confidence intervals.
- Consolidates risks in various currencies/commodities to a single currency.
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