riskval financial solutions
Over a decade of providing premium analytics to the most sophisticated players in the financial services industry
RV PORTFOLIO PRODUCT OVERVIEW
- 55 employees
- 24/6 support
- 220 trading strategies
- 50 institutional clients
RV Portfolio
Risk analytics for asset-liability managers and advisers that utilize a liability-driven investment strategy
Portfolio Management
P&L Explanation
Scenario Analysis
Value-at-Risk
Graphs & Charts
portfolio management
p&l explanation
scenario analysis
value-at-risk
graphs & Charts
key benefits
-
Developed together with one of the largest U.S. pension fund managers, RV Portfolio's features are tailored to the unique requirements of a liability-driven investment strategy.
- RV Portfolio offers integrated spot and forward bucket risk analysis, as well as P&L with respect to each bucket, for improved portfolio immunization along the term structure.
- Advisers can track the P&L of the immunizing portfolio against liabilities, then break out the adviser's portion of the immunizing portfolio against economic liabilities.
- Updated position feeds are automatically drawn from the custodian bank each night.
- RV Portfolio is deployed as a hosted platform-as-a-service with integrated market data.
managed services
Follow-the-sun support from New York, London and Taipei.
RiskVal products are supported by a global team of analysts, quants and developers who are directly available 24/6.
The quality of RiskVal's support is so high that our clients frequently see us as an extension of their own teams.
coverage
Treasuries
Swaps
Basis swaps
Swaptions
Caps/Floors
FX spots & forwards
-
FX options
-
Listed Options
Agencies
Mortgage TBA
CMBS
Inflation-linked bonds
Repos
Bond futures
contact
info@riskval.com
212-631-0808
Request a demo or trial of RV Portfolio today.