RiskVal releases RVCom, Risk Managment for Commodities
RiskVal, a leading provider of real time risk management and front office trading solutions for fixed income, is now releasing RVCom, offering risk management services for commodity traders and risk managers.
By: David N. W. Sawyer
RiskVal Financial Solutions, LLC, the leading provider of Front Office analytical solutions for Fixed Income and Structured Credit, has introduced RiskVal Commodity (RVCom). RVCom is a Software as a Solution (SaaS) middle office Value-at-Risk (VaR) and scenario risk management services system.
RVCom covers energy, agriculture, precious metal, and weather futures and future options and can be customized to cover other sectors to allow clients complete control over their risk management. RVCom is Basel II compliant to enable commodity portfolio managers to track their portfolio risk including VaR.
Key services that RVCom offers include:
o Commodity VaR via historical simulation
o Gross and Net position exposure analysis
o Liquidity risk analysis
o Stress scenario analysis.
o Worst draw down scenario analysis
o Option stress scenario analysis
RVCom is now live with hedge funds in the US and UK. RVCom can be run directly by reasonably sophisticated Risk teams, or provided as a service by risk/ trading consulting houses including K&L Management Consulting.
“With RVCom we are able to provide our clients with unparalleled risk management services in the commodity space,” said Jordan Hu, President and CEO of RiskVal. “Driven by the flexibility of RiskVal’s outstanding services, RVCom is an indispensable tool for evaluating and monitoring all types of complex commodity trading strategies.”
RVCom is the latest addition to RiskVal’s suite of SaaS products for risk management and trading, including RVFI for Fixed Income and RVCredit for Structured Credit.
RiskVal is the award winning, leading analytic solution for risk management, trading, pre-trade price discovery, trade capture, valuation and portfolio management of derivatives and structured products.
Since its inception in 2001, more than 40 financial institutions including most of the Primary Broker Dealers in the United States, rely on RiskVal analytics for speed and accuracy in valuing and managing the most sophisticated financial instruments. With offices in New York, New Jersey and Taiwan, and with first tier partners around the globe, RiskVal brings together unparalleled expertise across all FI asset classes and engineering disciplines.
For more information, please visit www.riskval.com.
Media Contact: Nigel Snowdon
# # #
RiskVal is the premier provider of fixed income prop analytics for traders and risk managers. Our clients are top tier fixed income institutional traders and hedge fund traders and risk managers.
Page Updated Last on: Jun 15, 2010