Tag Archives: risk analysis
As part of our continuing effort to foster excellence in our product offerings, we host a demanding, ongoing internship program for college students. We’ve offered internships for more than a decade, but this season’s effort was different, as it focused on combining modern business intelligence tools with our own risk analytic platforms and APIs to develop financial dashboards and reporting tools for the investment community.
Negative interest rates are a new and strange phenomenon. This concept causes a lot of head scratching, particularly regarding option valuation and VAR calculation, since the lognormal paradigm, applied for the last thirty years, breaks down.
This month, June 23rd to be precise, is set to deliver a potentially very large shock to financial systems in the UK, across Europe, and globally too. Both the buy and sell side point to sharp falls in risk asset valuations in the event of a Brexit.
TS Imagine’s I/O Services are an indispensable command line tool that invokes TS Imagine’s APIs for uploading, processing, and downloading data. This tool is a critical component of virtually every client’s use of TS Imagine, providing nearly one hundred different services. But have you heard about the SITKA I/O Services Dashboard?
The Stress Test App is the latest addition to the current collection of customizable apps available in the TS Imagine Marketplace. Similar to the other simulation tools in TS Imagine, the Stress Test App uses archived data to stress current portfolios and generate robust historical simulations that estimate how a portfolio would perform under documented periods of extreme risk volatility.
Do you want to leverage your Excel expertise and easily import real time TS Imagine data, access data/price feeds, calculate Greeks and run risk/stress analysis?