VaR Edge

Why VaR Edge?

Here’s Why it is Better than any other Software you’ve come across !

World’s Largest Pricing Library

• Price any exotic or structured derivative instrument, including multiple exercise, Asian, barrier, binary, and spread options.
• Algorithms are custom-built for the commodities industry.
• The world’s largest library in a commodity risk system, designed to easily accommodate many more algorithms.

Measure Risks Accurately, Faster

• Measure and track price/market, counter-party credit, and operational risks seamlessly.
• Unique risk perspectives for different teams improve business visibility.
• Hyper-threading enables powerful computing, delivering more accurate results faster.

Automate Risk Processes

• Automate several inter-related risk processes, saving significant time and effort.
• Teams can spend more time analyzing reports rather than creating them.

Flexibility to Suit Your Business

• High configurability allows you to scale the system with business needs.
• Easily tweak settings for the best-suited configuration for your unique business.

Manage Data Better

• Replace all risk-related Excel or legacy systems with a single, web-based solution.
• Eliminate reconciliation issues, and data or formula errors between systems.

A Risk System You’ll Actually Use!

• Most organizations have a risk system but do not use it because it is cumbersome.
• Enabled for touch-based devices, teams can easily make RiskEdge a part of their daily activity.

Auto Position Import

• Data management is one of the biggest needs for any risk solution. VaR Edge addresses this need comprehensively.
• VaR Edge automatically imports position and price data from your files or systems, maintaining a historical database as a single source of truth.

VaR Edge White-Box

• VaR Edge provides complete visibility into how your transactions are validated, rolled up, and processed before entering the VaR Engine.
• It enhances understanding of risk management and simplifies reconciliation between systems.

Real-Time Calculations

• Covering a range of instruments, VaR Edge provides real-time mark-to-market and instrument pricing.
• Pricing uses the full-revaluation method through thousands of Monte-Carlo simulations.

VaR Edge – VaR Engine

• VaR Engine uses the latest advancements to deliver accurate results with intense processing, faster.
• It supports user-defined VaR methodologies: Parametric, Monte-Carlo, and Historical.
• Customizable settings include data range and confidence intervals.

VaR Edge Simulate

• Simulate your portfolio under various scenarios, applying events or shocks to see potential impacts.
• Stress-test portfolios and compare results, helping you prepare for unpredictable market conditions.

Auto-Alerts

• Set limits on portfolios, traders, or business units for quantities, risk, P&L, or market prices.
• Receive automated alerts for limit breaches via email, ensuring proactive monitoring.

Flexible

• Customize settings, from VaR methodologies and position mappings to reporting formats and alert triggers.
• Historical risk data is retained, enabling trend analysis.

Flexi-Reporting

• Create customized reports by adding or hiding details as needed.
• Built-in BI capabilities allow grouping by parameters and drill-down to position-level details.
• Export reports to Excel for further analysis.

Multi-Dimensional Approach

• View risk and exposure across multiple dimensions like commodity, profit center, market, or instrument type.
• VaR Edge calculates risk for numerous portfolios, allowing flexibility in analysis and reporting.