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.
主要功能
- 保存及报告 VaR 运算结果
- Calculating VaR on a portfolio(s) using Monte Carlo or Historical simulations
- Alerts and warnings for VaR limit breeches
- 回溯测试
关键优势
- 界面友好的风险管理功能
- 简单、快速的报告功能，可全面跟踪市场风险
- Fast calculations
