Daily VaR calculation
Several types of VaR (Montecarlo, Variance Gamma Montecarlo, Historical), together with all related indicators: CVaR, IVaR. Expected shortfall.
Daily stress tests computation
Stress tests are complementary to VaR.
A team of consultants is available every day to follow up on requests from clients.
Finalyse developed its own methodology and databases, which allows us to propose solutions for any type of portfolio
UCITS and AIFMD compliant model.
Finalyse proposes a holistic service starting from portfolio template to risk report. An expert will accompany you on the entire journey.
We apply several methodologies of VaR calculation: Monte Carlo normal or Variance Gamma as well as historical VaR. This service is
broadened by a related stress tests framework, customised delivery formats and affordable pricing.
Thanks to our experience in valuation, you can benefit from a joined service of valuation and risk measurement for portfolios invested in complex products.