Real Time VaR: A major regional bank builds an actionable metric with ActivePivot

Quartet FS' Value at Risk (VaR) solution has transformed a static regulatory measure into an actionable real-time tool for both risk management and the front office.  The unique ability to instantly provide not only VaR, but a precise set of measures such as Marginal VaR or Tail VaR and to simulate stress scenarios and new trades, has made real-time actionable VaR a reality.

Learn more about how ActivePivot was used by a leading regional bank to continuously monitor and manage VaR, giving them a profound understanding of VaR, including drivers, test trades and market scenarios - before they happen.