The increasing regulatory requirements and risk monitoring in the financial industry means a continuous challenge of every portfolio manager in its environment. New financial instruments have to be implemented quickly and efficiently.
We - Universal-Investment-Labs GmbH - together with our cooperation partners have a very powerful network of experienced risk managers, developers and financial mathematicians. Thus we - together with our partner, SynoFin Risikomanagement Service AG - are able to guarantee regulatory secured, fast and flexible implementations of market and customer requirements of any size.
The enhancements in RiskMan Release 4.1 include the following changes.
For more information, please contact us at the e-mail address: salesteam@uilabs.de
- Stress scenarios of the ESMA Money Market Fund Regulation
- Correlation statistics for portfolios
- A new activatable pricing model (future-style pricing) for all options
- New content on liquidity risk in the Risk Report. Including, among others, the key figure "Burn Rate
- A new VaR model (parametric) for comparison purposes
