Market Risk Reports

Risksvr(tm) produces numerous Market Risk Reports, From Absolute Value-at-Risk, to Relative Value-at-Risk or Earnings-at-Risk and it-s byproducts: Marginal VaR, Incremental VaR, Component VaR as well as Risk-Factor Analysis. All Market Reports can be produced on a stand-alone basis or Relative to a Benchmark.

• Absolute Value-at-Risk
• Relative VaR: Earnings-at-Risk
• Benchmark VaR: Ex-Ante Tracking Error
• Bucket Reports
• Exposure Reports
• Histogram Reports
• Moment Analysis
• Quantiles
• Quantile Reports
• Custom Quantiles: Tails
• Report Setup