The update includes new relative and risk attribution dashboards, supporting reports and enhanced visualizations, building on the risk measures introduced in version 63 that provide visual analysis of a portfolio's rise against a benchmark.
The relative risk dashboards show portfolio and benchmark value at risk (VaR) along with relative VaR and the relative VaR Ratio. It also visualizes sector weights verses contribution to relative VaR, allowing clients to drill down to security-level analysis.
WatersTechnology attended the Futures Industry Association's annual conference in Boca Raton, Florida. These are the takeaways.Subscribe to Weekly Wrap emails
- The Insurgents: Fintechs Are Knocking Off Incumbents
- CFTC Commissioners Lash Out at EC Clearing Proposals
- Waters Wavelength Podcast Episode 113: IBM's Lund on Blockchain's Evolution
- Wrestling Over Competing Mifid II, GDPR Data Demands
- MarketAxess Banks on Asian Electronic Markets with BlackRock Partnership