Risk Management

Vestio provides a powerful credit and market risk solution, addressing a multitude of risks including price, volume, volatility, quality, delivery counterparty, credit, and multi-currency, with a full spectrum of physical and financial tools. The risk management module enables risk managers to access and mitigate potential operational risk creating a comprehensive risk assessment process that meets the needs of today's regulatory requirements.

Market Risk Management
Market Risk Management

Explains risk metrics by basing the quantitative finance calculations on concrete economic factors, simplifying evaluation. Offering volatility estimations, advanced models, and factor models.

Volatility Estimation
Volatility Estimation

Measure volatility in a timelier manner, by looking at the economic cycles of the assets in portfolios, by historical, EWMA or GARCH methods.

Advanced Models
Advanced Models

Advanced models support fat-tailed distribution, historical & Monte-Carlo simulations, credit exposure, risk contribution to portfolios by financial instruments (asset/class/industry sector/currency).

Factor Model
Factor Model

Factor model accurately identifies the Beta of a portfolio, offering a quick view to how given returns will fare against those of the market.

Credit Risk Management
Credit Risk Management

Vestio offers tools for sound decision making on credit risk, supporting a broad range of derivatives, options strategies, and structured products.

VAR
VAR

Measure the level of financial risk within a firm, portfolio or position over a specific time frame.

Stress Testing
Stress Testing

Measure the ability of a given financial instrument or financial institution to deal with an economic crisis.

Collateral Risk Management
Collateral Risk Management

Offers collateral, market positions, transactions, margin call conditions and tools as exposure calculation, margin management, portfolio margining and collateral optimization.