Quantos - Statistics & Information Systems
    • +30 210 92 38 186-7
    • [email protected]
    • Sygrou 154, GR 17671, Athens
  • Company
    • History
    • Vision
    • People
    • Quality Policy
    • Personal Data Protection Policy
    • Information Security Policy
  • Services
    • Statistical Services
    • Analytical Consulting
    • Tailor made solutions
  • Sectors
    • Official Statistics
    • Banking and Finance
    • Market and Business Solutions
  • News
  • Contact
  • e-Learning

Quantos > Banking and Finance > Value at Risk

Value at Risk

Value at Risk (VaR) is an integrated solution developed by QUANTOS in the frame of the company’s activities in the financial and banking sector. The solution covers all the required estimates for a portfolio (stocks, bonds, derivatives, positions of customers):

  • Total value at risk.
  • Marginal value at risk of portfolio elements.
  • Relative value at risk, as compared with a benchmark portfolio.
  • Stress-testing, for the analysis of the potential impact of extreme market changes.
  • Back-testing, for the evaluation of the model effectiveness.

The solution is developed in SAS and is particularly flexible and adjustable in order to cover the special needs of an organization, with regard to the modelling, the data management and the production and presentation of the results. The algorithms used reflect the expertise of QUANTOS in the area of Financial Econometrics.

QUANTOS

QUANTOS is a company active in the fields of applied statistics and advanced quantitative methods since 1997. QUANTOS was first established in France by a group of academic statisticians whose vision was the development of an organization capable of offering high quality consulting services and comprehensive solutions in statistics, general analytical areas and supporting IT infrastructure.

Read More

Services

  • Statistical Services
  • Analytical Consulting
  • Tailor made solutions

Info

+30 210 92 38 186-7

[email protected]

Sygrou 154, GR 17671, Athens, Greece

© Copyright 2017 Quantos-stat.– WEB DESIGN CREATED BY LIGHTHOUSE

  • Company
    • History
    • Vision
    • People
    • Quality Policy
    • Personal Data Protection Policy
    • Information Security Policy
  • Services
    • Statistical Services
    • Analytical Consulting
    • Tailor made solutions
  • Sectors
    • Official Statistics
    • Banking and Finance
    • Market and Business Solutions
  • News
  • Contact
  • e-Learning