BETWEEN THE LINES

BETWEEN THE LINES

RISK TOOL GOES ON THE WEB

State Street and JP Morgan upgraded their VaR Calculator to allow fund sponsors to conduct stress testing and scenario-based analysis with data from the Internet that is updated monthly.

VaR Calculator is a risk management tool that helps institutional investors measure value-at-risk, and was introduced by the companies in January. VaR is defined as the maximum value a fund could lose in a given time.

THOMSON PERASCOPE OFFERS MOBIUS DATA

Thomson Investment Software has

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Systematic tools gain favor in fixed income

Automation is enabling systematic strategies in fixed income that were previously reserved for equities trading. The tech gap between the two may be closing, but differences remain.

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