VaR Module
The Amphora VaR module is a standard Microsoft Windows application which provides an integrated and user-friendly environment for risk management including back testing analysis. Historical and Monte Carlo simulations are available.
Key functionalities
- Saving and reporting VaR results
- Calculating VaR on a portfolio(s) using Monte Carlo or Historical simulations
- Alerts and warnings for VaR limit breeches
- Back-testing
Key benefits
- User-friendly risk management capabilities
- Easy and fast reporting features to keep full track of market risks
- Fast calculations
