Pricing Partners launches Price-it VaR module

Pricing Partners, the Paris-based independent revaluation specialist and provider of mathematical models and analytics for derivatives and structured products, has released a module providing VaR and stress-test calculations. Named Price-it VaR, it is designed to address the following challenges:

-Capturing and managing institutional risk and exposure across a variety of financial products and across various business units

-Measuring the overall level of risk through value at risk and conditional value at risk

-Estimating the potential exposure with major sensitivities

-Providing stress-test portfolios with customised and market-crisis scenarios

-Compliance with evolving regulatory capital guidelines and maximising balance-sheet efficiency

Price-it VaR is delivered online, and covers all major asset class derivatives on interest rates, credit, foreign exchange, equity, life insurance, inflation, commodity and hybrids.