VaR MODULE

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.

KEY FUNCTIONALITIES
  • 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

  • Back-testing

YOUR BENEFITS
  • 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