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MBRM
MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

MBRM PRESS RELEASE
http://www.mbrm.com

Jan 1999

General Features:

  • Calculates Value-at-Risk (VaR) for multi asset portfolios.
  • Analyses Incremental VaR : the incremental effect of a single trade on the whole portfolio's VaR.
  • Automatically maps multiple cash flows to vertices.
  • Also supports Monte Carlo simulations on multiple assets using variance/covariance matrices.
  • Useful for the analysis of complex multi asset dependent options and securities portfolios.
  • Useful for compliance and regulatory risk management purposes.
  • Compatible with JP Morgan's RiskMetrics datasets.
  • Callable from Excel, Access, C, C++ and Visual Basic.

Please see our latest price list (http://www.mbrm.com/pricelist.shtml) for the cost of this module.

For further details, please contact our Sales Team

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