VaR Center for RightAngle
SolArc has the ability to easily produce a VaR calculation which can feed a number of constituents thereby measuring risk with the same measure across the organization and eliminating spreadsheets.
SolArc's VaR Center (Value at Risk) is a widely used tool to measure the risk of loss (and gain) to a given portfolio of trades. VaR Center allows the risk controller or mathematical modeler to select a number of parameters and model types to best mimic market conditions and provide a statistical distribution of results.
SolArc customers use VaR to manage trade limits, set PFEs (potential financial credit exposures) and provide an array of "what if" analysis to management.
Learn more about our solutions for the following commodities:
- Crude Oil
- Refined Petroleum Products
- Natural Gas
- Natural Gas Liquids
- Biofuels
- Coal & Emissions
- Metals
- Agriculture
Learn more about our support fo the following industries:
"Using SolArc's VaR center allowed us to eliminate the purchase of third party modeling vendors and standardized our risk measures across the organization." - CRO, Energy Trading Organization
