Convert reactive Risk into Pro-active Risk Management
With the fast-changing market dynamics and evolving risk factors it is important to have a proactive approach to portfolio management to improve performance and stay ahead of the competition.
The risk management module provides you with both a quantitative and qualitative view on the risk profile of your portfolio, based on internal business models and external market developments.
ONE SOURCE OF TRUTH
Tradesparent collects and standardizes physical and financial purchase and sales contracts, stocks, market prices into a single source of truth data repository for more efficient risk decisions.
The software transforms, harmonizes, normalizes and enriches all relevant data into trusted and automated insights that enable fast and adequate decision-making.
COST AND TIME EFFICIENT
With a proven track record of fast implementations and sophisticated software, Tradesparent allows you to completely shift the focus from data gathering to data analysis & reporting
ADVANCED RISK TOOLS
Tradesparent is proven to be market leader in advanced risk tools, enabling you to get a deeper understanding of your exposure and a more sophisticated approach to manage risk.
RICH IN FUNCTIONALITIES
Value at Risk
✔ Support for 4 models:
- Parametric Equally Weighted
- Parametric EWMA
- Monte Carlo EWMA (incl. support for options VaR)
✔ Configure each VaR calculation with different parameters for model, lambda, confidence, etc.
✔ Calculate diversification across books and products
✔ Pre-calculate VaR driver – position, price and CoVaR changes
✔ Automatic generation of VaR portfolios
✔ Calculation of Expected Short-Fall
✔ Support for absolute or relative returns
✔ Drill down across portfolio and to individual positions
✔ Early warning of large price variations