The Amphora VaR module is a standard Microsoft Windows application which provides an integrated and user-friendly environment for risk management including Value at Risk (VaR) and back testing analysis. The application provides functions of portfolio selection, parameter settings, parameter calibration, Value at Risk (VaR) calculation, back testing, and VaR result reporting tools. This application serves as a risk management tool in energy, commodities and financial industries.
Calculating Value at Risk of a portfolio of trades or a group of portfolios, or user defined queries using Monte Carlo simulation
Saving and reporting VaR results
User-friendly risk management capabilities
Fast and accurate Value at Risk (VaR) calculation
Easy and fast reporting features to keep full track of market risks