Identify risk by comparing potential market scenarios with VaR app
Companies need better visibility into market risk, but information about risk resides in multiple sources, including internal software systems, news feeds, market feeds, and weather reports. Eka’s VaR app consolidates information from disparate sources, analyzes it and provides insight into market risk.

Read this app sheet to learn how Eka’s VaR app can help you

  • Calculate VaR using Monte Carlo historical simulation and parametric methods
  • Automate the VaR process to run at set times or intraday (on demand) as needed
  • Analyze single or multiple scenarios across multiple portfolios
  • View underlying parameters, trades, and prices contributing to the VaR
  • Compare historical VaR run over time and view trends