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9/4/12

Approximity Risk Management Tools

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Approximity Risk Management Tools


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Approximity Risk Management Tools is a software system. It is made up of two composite parts - Approximity Portfolio Risk Analyzer and Approximity Scenario Generator. It is used on an extensive basis and works both on its own as well as a substitute of other software systems such as the SAP.

Description of Approximity Risk Management Tools


The Approximity Risk Management Tools are also known as ARMT. The Approximity Risk Management Tools may be described as a software device that is extensile. It is used primarily in order to find out the amount of risk that is associated with a portfolio that has been made up of bonds and stocks.

Working Process Management Tools

of

Approximity

Risk

The Approximity Risk Management Tools work by bringing together the methods of simulation and estimation. This is done for the purpose of creating a group of situations that are practical in the context of the portfolios as well as the strategies for trading. This is practised a lot in case of the bonds that are issued by the government.
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The following Advanced Risk and Performance Management methods are also used in this context: Fair Capital Allocation VaR RORAC ES

Usage of Advanced Risk and Performance Management


The Advanced Risk and Performance Management may be used on its own. However, it has also been used as a substitute for software systems like the SAP.

Parts of Advanced Risk and Performance Management


The Advanced Risk and Performance Management is made up of two parts: Approximity Portfolio Risk Analyzer Approximity Scenario Generator In the Approximity Scenario Generator the Advanced Risk and Performance Management focus on modeling easy situations for the financial markets of stocks and bonds. In this part the best financial market models like the Cox-Ingersoll-Ross Model, serve as good examples.
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9/4/12

Approximity Risk Management Tools

This part provides an overview of the possible market risks and the processes like risk management and stresstesting are pretty important in this context.
Last updated on : 30-May-2012 9:33 am

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