AUTOMATE ALL RISK-ANALYSIS AND
PORTFOLIO OPTIMIZATION WORKFLOW
CVX is an integrated solution for middle-office and front-office automation. It includes the power of a dedicated market-risk modeling solution with key insights for strategic and tactical investment decisions.
Explore your investment data and analytical results in a user-friendly graphically-rich environment. Find answers quicker and minimize operational risk.
Designed from scratch as a tool for financial experts. Its design allows a very short implementation time averaging just 10 weeks.
CVX is currently used to manage more than USD 37 billion in investments.
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CVX PLATFORM
KEY FEATURES
- Capture market and portfolio data from multiple sources simultaneously (Oracle®, MS SQL Server®, MS Access®, MS Excel®).
- Automatic validation of captured data quality. Implements more than 25 consistency checks to prices, structures, positions, cash flows, etc.
- Object-oriented user interface, multiple windows, presentation-quality tables and charts, all exportable with a single click.
- Real-time response even with complex large portfolios.
- Completely auditable results, step by step.
- Value-at-Risk, Conditional Value-at-Risk from full-valuation models with historical simulation and parametric approaches. Backtesting and statistical tests.
- VaR Decomposition, Diversified VaR, Undiversified VaR, Marginal, Incremental, Contribution VaR.
- Stress Testing models. Investment limits.
- Performance attribution models.
- Hedging Effectiveness models.
- Portfolio optimization models: Inverse tracking error and Markowitz-Sharpe.
- Flexible report generation in MS Excel® and access to analytics via web.
