The RiskAPI tools will be integrated directly into ConvergEx's Eze order management system (OMS).
RiskAPI includes capabilities for modeling value-at-risk, historical volatility analysis, as well as valuing positions under distressed market conditions. It can also be employed intra-day to measure P&L, portfolio exposure, and the risk produced by separate investment strategies.
"The addition of PortfolioScience to our list of Eze Risk Framework partners provides our customers with risk measures that reflect intra-day portfolio activity and are intuitive to understand," says Davide Cis, director of risk product management for ConvergEx's Eze Castle software, adding that the new tools will effectively complement the firm's recent valuation and scenario risk modeling additions.
IBM’s Kathryn Guarini and Bob Sutor look at how banks are currently experimenting with quantum computers.Subscribe to Weekly Wrap emails
- Wavelength Podcast Episode 132: Thasos Group’s CEO Talks Alternative Data
- SST Awards 2018 Winner's Interview – Broadridge Financial Solutions
- Wavelength Podcast Episode 133: IBM on Quantum Computing
- BBOD, GMEX Launch Hybrid Cryptocurrency Derivatives Platform
- Down to the Desk: OMGI Transforms Data Management Strategy