EXPO/RISK™

Generate a full range of key risk reports which detail VaR, loss/gain probability, volatility, market exposure, gain/loss horizon and decay factor. Calculate and chart VaR for portfolios, or any number of single instruments. View your returns and return distribution. Measure and graphically depict risk sensitivity to confidence level, decay factor and horizon.

EXPO/Risk Capabilities:

• Automatic Pricing Use pricing from virtually any data source, including the BLOOMBERG? service, Reuters, FAME, LIM, Datastream, ILX, Internet/Intranet and SQL databases.
• Real-Time Value at Risk (VaR) Charting Calculate and chart VaR for portfolios, or any number of single instruments.
• Risk Returns View your returns and return distribution.
• Risk Sensitivities Measure and graphically depict risk sensitivity to confidence level, decay factor and horizon.
• Easy Risk Reporting into MS Excel and Word Generate a variety of reports which detail VaR, loss/gain probability, volatility, market exposure, gain/loss horizon and decay factor.
• Advanced Math & Statistics Functions Easily apply over 700 functions to customize your analysis.