Alternative Investments

VALUE is the system tailored for hedge fund managers who want to risk manage any assets across their strategies and benefit from a full set of scenarios, consolidated views and risk reporting features. Risk management is the core functionality of VALUE, capitalizing on 12 years of experience in the capital markets thanks to its sibling system RISQUE for investment banking.

• Real-time consolidation of results, risks and Greeks by any criteria: position, portfolio, underlying, sector, market, currency, etc.
• Extensive “break down” function through portfolios and strategies
• Large range of simulations and risk scenarios: what-if, stress tests, risk matrices, etc.
• Parametric credit risk, default probabilities, credit and total loss exposure
• VaR calculation: historical and parametric methodology
• Pre and post trade limits management
• P&L analysis and attribution