The Centerprise EP Market Risk module keeps fund managers and risk officers on top of current and historical exposures and provides tools to assess impacts of potential future scenarios.
- Support for a broad range of risk exposure measures including net, gross, volatility, betas, and stress testing
- Full Monte Carlo VaR with integrated back testing against experienced P&L
- APT factor analysis statistics
- Various basis risk measures
- Customizable stress test scenario generation
- Comparison of portfolio sector or security weights to a benchmark with full tracking of historical changes
- Monitoring of new instruments traded