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Risk Technology Awards 2018 Winner: Best Risk Dashboard Software of the Year
Risk Technology Awards 2018 Winner: Best Risk Dashboard Software of the Year
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Enriching the HVaR Calculation:
Predicting the Past:
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
Limitations of HVaR:
When the Future No Longer Looks Like the Past
HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.
Reopening Call for Pre-Trade Clarity, Consolidation & Convergence
The most striking and recurrent theme for buy-side traders is a unanimous desire for better pre-trade analytics and decision support tools.
