Providing unique and precise risk assessment and risk management solutions for financial institutions
No other risk management system vendors can offer capabilities like these.
Our system can manage large asset portfolios at frequencies from thirty minutes to two weeks. Our model is virtually universal across many asset classes. The platform is sufficiently flexible to provide the best strategy at specified risk return profiles and can be used as a stand alone product or an enhanced platform integrated with existing systems. Further, our scenario engine allows portfolio managers to trade at different frequencies and build multiple trading strategies simultaneously.
Since all our models are consistent with rational finance theory (dynamic asset pricing), GlimmAnalytics derives portfolio insurance instruments within the same financial models as used in portfolio risk estimation. We offer products of particular interest to traders in VIX futures and related products.
We go well beyond regulatory compliance requirements.
The GlimmAnalytics risk management system surpasses both current and future Basel III Accord regulatory compliance issues in two important ways: by assessing risk of more severe downturns as well as expected returns at all quantiles. These tools will help portfolio managers to manage risk and optimize gain in their portfolios.