Invesco Calculates Value At Risk With Library Of Development Tools

RISK MANAGEMENT

BOSTON--Invesco, a subsidiary of London-based Amvescap, has purchased the Simxpress and Treexpress modules of the Numerix Time Library to perform front office valuation and middle office risk management functions. The Numerix modules will supplement a proprietary enterprise-wide risk management system and a series of custom built financial modeling software used to value complex fixed income products, says Jim Gammill, fixed income quantitative research director at Invesco.

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