RiskManager (RM) is a web application for the measurement and analysis of market-based Value-at-Risk (VaR) that implements the industry standard RiskMetrics™ methodology. RM utilizes Monte Carlo, Historical and Parametric VaR methodologies, customizable reports and advanced stress testing functionality to present banks, asset managers, hedge funds and other financial institutions with a complete Picture of Risk. All calculations are performed using historical time series data provided by our DataMetrics data warehouse. Position information can be entered through the RM interface or can be directly imported from a user's back-office system.

Vendor Site:- Riskmetrics