StatPro Risk Management (SRM)

StatPro Risk Management SRM is a comprehensive, web-based portfolio risk analytics tool. It covers a wide array of global assets, covering the following asset classes: Fixed Income, Equity, Funds, Currencies, Commodities, Simple and Complex Derivatives, OTCs, Structured Products. SRM’s Single Integrated Framework captures the complex relations among market risks, default risk and default correlation risk. SRM provides Multiple Ex-Ante Risk Measures including Value-at-Risk and CVaR (Expected Shortfall), Potential Gain, Volatility, Tracking Error and Diversification Grade. It also provides Liquidity, Stress Test and Sensitivity Analysis.

Share this article