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Value at Risk

Value at Risk - Liquidity, Risk Intelligence, Capital Optimization
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LiRiCo is capable to compute Banks portfolio Parametric, Hystorical, Montecarlo and Filtered Hystorical simulation Value at Risk (VaR).

VaR module is able to compute VaR on a wide range of financial instruments and for linear and not-linear portfolios.

Thanks to the powerful and flexible architecture, the user is able to drill down on different analysis dimensions, until the single deal and to evaluate which is the impact on VaR.

In order to have promptly result, high performance is a key issue, in LiRiCo it is guaranteed by an innovative technology, a great deal of years of experience.