Description
RiskWin is an affordable trading and risk-management system that has been developed for the Windows® environment.
MAIN FUNCTIONALITY:
VALUATION: Compute various portfolio measures at user-defined scenarios.
STRESS TESTING: Calculate the sensitivity of portfolio measures to market variables.
WHAT-IF ANALYSIS: Evaluate the impact of what-if positions on portfolio measures.
"SLICE & DICE": Aggregate positions from all portfolios subject to user-defined criteria.
VALUE-AT-RISK: Compute various VaR measures on a desired aggregation of positions.
TRADING: Create trades, allocate them to portfolios and print trade tickets.
MARK-TO-MARKET: Calculate Mark-To-Market of portfolios in any specified currency.
REPORTING: Output results of various computations and report on items stored in database.
REAL-TIME CAPABILITY: Connect to real-time data sources.
MULTI-CURRENCY: Support multiple user-specified currencies.
OTHER CAPABILITIES:
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Organize positions in terms of Desks and Portfolios
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Account for financing of trades and recognition of Profits & Losses
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Support synchronization with Back-Office via ASCII file upload and download of positions
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Reset-To-Market all securities as necessary
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Specify security Counterparty and Credit rating
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Define classification Categories for use in aggregating positions
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Set a timer to automatically recalculate all open portfolios
SYSTEM REQUIREMENTS: [ Minimum Recommended ]
Windows® 95, 98 or NT with 32 Mbytes of RAM at 166 MHz.
For more product details please see the on-line help documentation.
For product brochure PDF click here: RiskWin InfoSheet (188 Kb )
[ A reader for this PDF file can be obtained from Adobe® Systems Incorporated at http://www.adobe.com/acrobat/. ]