RiVaR

ACF's RiVaR system delivers state-of-the-art Value-at-Risk measurement for market and credit risk. Using any of the VaR methodologies - parametric, historical, and Monte Carlo - RiVaR quantifies risk exposure for a single deal, a trader's book, a department, branch, division, or the bank as a whole.

RiVaR is completely flexible, allowing users to specify the time horizon and confidence level. Results are presented as easy-to-follow charts or accurate tabular analyses. The system includes accurate pricing for a wide range of financial instruments - including non-linear as well as linear risks - so that reliable VaR numbers can be generated.

Users have complete control over the generation of alternative scenarios, and can specify a wide range of stress tests to evaluate risk exposure under extreme market conditions.

To master risk - use RiVaR. Contact us to find out more.