CASE STUDY: LiZen Asset Management
As they prepared to launch their hedge fund business, the principals at LiZen Asset Management knew they needed a robust portfolio and risk management platform that could handle real-time calculations and would provide them with the flexibility they needed to adapt to the way that they manage their funds. While LiZen looked at a few well-known hedge fund platforms, they found that TS Imagine’s capabilities were best suited to their needs, with extensive, flexible and advanced portfolio and risk management capabilities and user-friendly reporting tools.
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.
TS Imagine recently participated in SimCorp’s 3-day International User Community Meeting (IUCM) attracting over 500 clients from around the world. For those who were not able to attend the event, we offer this summary of the history, rationale and benefits of the TS Imagine/SimCorp alliance.
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.