VaR & CVaR
Compute VaR and CVaR with flexible time horizons and confidence levels to match your specific needs. Visualize the contribution of VaR from each strategy to your portfolio. Break it down by asset class, factor, sector, or a number of other market parameters of your choice.
Exposure & Sensitivities
Visualize your exposures and sensitivities by asset class and instrument type. Drill down to each individual position and measure sensitivities across multiple risk metrics. Access relevant market data to contextualize the risk figures and understand the strategy positioning.
Custom Stress Tests
Utilize transitive shock to compute correlated impact on your portfolio to a specific factor move. Apply historical shock using a predefined period or define your own. Combined multiple stress tests display convexity adjustment with impact compared to individual scenarios.
Convexity
Visualize your portfolio payoff profile under predefined sets of spot and volatility assumptions with Spot/Vol ladders by asset class. Capture non-linearity of options with full repricing of each individual position, available for each asset class (Equity, Rates, FX, Commodity).
Reporting
Generate Solvency II and UCITS IV reports on your portfolio performance and export them in the format of your choice. Set up automated reporting to fulfill and streamline internal and external reporting requirements: performance reviews, market updates, reporting to the Investment Committee, and more.
Seamless Integration
Optimize your reporting procedures with the seamless integration of Premialab's advanced analytics into your environment. Delivery of output datasets formatted for upload into your risk systems, or into Premialab's powerful web-based risk and return analytics platform.
Discover the power of Premialab
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