RVPortfolio
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BUY-SIDE RISK
sell-side risk
sell side overview
For over a decade, RiskVal Financial Solutions has been a leading provider of analytics technology to sell-side institutions. RiskVal’s models are used by traders at the world’s leading investment banks, and their feedback has fueled continual improvement. Now, RiskVal has extended its premium front office analytics to offer a broad suite of portfolio and risk management services.
key benefits
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Mature - RiskVal has over 10 years of experience developing sophisticated analytics for sell-side institutions
Flexible - Compute firm-wide risk or allow traders to drill down to the risk of their individual portfolios and positions
Integrated - RVPortfolio features out-of-the-box integration with market data and position management systems for real-time trade updates and evaluations
Always On-call - A dedicated support team is available via Bloomberg chat, phone or email 24 hours a day, 6 days a week
risk measures
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DV01 Bucket Risk
- Real-time P&L (daily, MTD, YTD)
- Present Value & Accrued
- Duration & Convexity
- The Greeks
- Value-at-Risk
risk analytics
- Pretrade Analysis - integration with RiskVal Fixed Income, the leading relative value trading platform in the industry
- Bucket Risk - monitor spot and forward bucket risk broken out by instrument type, as well as P&L with respect to each bucket, all in real time
- P&L Scenario Analysis - stress multiple risk factors, including interest rates, swap spreads, credit spreads, volatility, curve shape or steepness and more
- P&L Explanation - reported as a function of over 10 market risk factors
About Riskval
For over a decade, RiskVal has been a premier provider of fixed income trading and risk management solutions. RiskVal brings together a team of highly experienced and disciplined quants and software engineers in order to provide an integrated approach for pricing, portfolio management and risk management.
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Buy side Overview
For over a decade, RiskVal Financial Solutions has been a leading provider of analytics technology to buy-side institutions. RiskVal’s models are used by traders at the world’s leading investment banks, and their feedback has fueled continual improvement. Now, RiskVal has leveraged its premium front office analytics to offer a broad suite of risk management services to the buy side.
key benefits
-
Mature - RiskVal has over 10 years of experience developing sophisticated analytics for capital markets professionals
Sophisticated - Monitor spot and forward bucket risk and P&L with respect to each bucket, all in real time
Cloud Based - RVPortfolio is a platform-as-a-service that can be deployed on site for maximum security or hosted to reduce the cost of hardware and maintenance
Always On-call - A dedicated support team is available via Bloomberg chat, phone or email 24 hours a day, 6 days a week
Risk measures
-
DV01 Bucket Risk
- Real-time P&L (daily, MTD, YTD)
- Present Value & Accrued
- Duration & Convexity
- The Greeks
- Hedge Ratio
risk analytics
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Value-at-Risk - including conditional VaR and percentage VaR
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Scenario Analysis - stress multiple risk factors, including interest rates, swap spreads, credit spreads, volatility, curve shape or steepness and more
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P&L Explanation - reported as a function of over 10 market risk factors with the ability to control for other factors like interest accrual
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Counterparty Concentration Risk - including peak and expected exposures
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Liquidity Risk Reports - including peak and expected exposure over multiple time horizons
About Riskval
For over a decade, RiskVal has been a premier provider of fixed income trading and risk management solutions. RiskVal brings together a team of highly experienced and disciplined quants and software engineers in order to provide an integrated approach for pricing, portfolio management and risk management.