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.
- Saving and reporting VaR results
- Calculating VaR on a portfolio(s) ousing Monte Carlo or Historical simulations
- Alerts for VaR limit breeches
- User-friendly risk management capabilities
- Easy and fast reporting features to keep full track of market risks
- Fast calculations