DATAvariance for Bonds

DATAvariance for Bonds portfolio management,
includes index reporting, risk monitoring
rebalancing & performance attribution

Server-based

  • on Premises
  • Confidentiality
  • Security
  • Access to Data Feed
    (FTP Server Protocol)

Portfolio management

  • Transparent Access to Trading Venues
  • Order Processing
  • Relative and absolute risk exposure
  • Multi-portfolio Rebalancing
  • Trade simulation linked to the risk system

Benchmark Analytics

  • Benchmark aggregation and segmentation
  • Muilt-dimensional risk exposures analysis
  • Charting Historical Data Series
  • Market exposures and sensitivities

Risk Monitoring

  • Risk Impact Back Testing
  • Variance - Covariance Matrix Correlations
  • Ex-post and ex-ante Tracking Error
  • Customizable Monte Carlo VaR Simulations
  • Conditional VaR
  • Tail Risk Contributions by Constituent
  • Performance Attribution
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