The Risk Budgeting process transform the efficient portfolio allocation into a Risk assignment, this alternative risk model is well suited for small and meduim size shops. Builds a Portfolio based on a desired level (x % daily) of Volatility. Risk budgeting deal with the shortcomings of the traditional asset allocation static stock/ bond selection.
Proactive Risk Management answers the question: What do you do when you are off your trade? The current uncertain market triggered traders and portfolio managers to reallocate their positions to cope with the unexpected events.
|CORPORATE LEVEL||BUSINESS FUNCTIONALTIES||REGULATORY COMPLIANCE|
|Enterprise Risk Limit||Blue||Basel III|
|Business Units Risk Limits||Yellow||Fed|
|Traders Risk Limits||Green||OCC|
|VOLATILITY||RISK METRICS||TECHNICAL ANALYSIS||Interest Rates|
|Historical Volatility||Value at Risk||Risk per trade||Basic Risk|
|Imply Volatility||Duration Analysis||Leverage||Option Risk|
|Correlation||Scenario Analysis||Max. Drawdown||Yield Curve Risk|
|Diversification||Stresst Testing||Risk of Ruin||Repricing Risk|
Numeraxial value at risk system provides an integrated risk assessment, analysis, and management designed for retail and medium sized investors to prevent from risk exposure and risk control. This solution offers regulatory VaR frameworks, stress testing, robust functionalities, investor-friendly, provides accurate risk estimates performed in realitime, periodically, and at different business levels
|Delta||FX Delta||IR01 Currency Forwards||Basic Risk|
|Gamma||FX Gamma||IR01 Currency Spot||Option Risk|
|Vega||FX Vega||IR01 Parallel Spot||Yield Curve Risk|
Numeraxial provide an integrated entreprise risk system and management designed for retail and medium investor. The service offers a framework for the whole entreprise and at different level business level