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.

VaR Manager

Key functionalities

  • Saving and reporting VaR results
  • Calculating VaR on a portfolio(s) ousing Monte Carlo or Historical simulations
  • Alerts 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