ARCA - Advanced Risk Calculation App
A standalone SaaS Risk-calculation app that can be plugged into any modern ETRM/CTRM system and allows for scalable, fast, and efficient market risk calculations
What is ARCA?
Customize risk calculation models seamlessly
Attribute and decompose risk granularly
Quantify portfolio market risk using volatility/correlation dynamics
Industry-standard VaR methodologies
Cost and time-efficient stress tests, including multi-period scenarios
Easily integrated into any ETRM and other systems
Flexible and highly scalable risk portfolio tool
KEY USE CASES:
Quantify portfolio market risk using volatility/correlation dynamics and industry-standard Value-At-Risk methodologies.
Attribute and decompose risk by position, risk factor, asset class, business unit, or any hierarchy; identify concentration and top risk drivers in a portfolio.
Run stress tests and scenario analysis, including multi-period and path-based simulations.
Any Questions?
Feel Free to ask!