“ActivePivot offers a massively scalable aggregation engine that we can integrate seamlessly with existing Enterprise Risk solutions or can form the core of a strategic architecture designed to meet the significant challenges faced by our clients”
Brian Lynch CEO, RiskFocus
Value at Risk
ActivePivot simplifies the complexities of Value at Risk (VaR) into an actionable metric. Our next generation analytics platform calculates VaR in a split second which means it is no longer used simply as a static reporting metric for risk managers, but as an operational and analysis tool for both risk managers and traders.
In terms of depth of analysis, our solution is unrivalled as it delivers not only VaR calculations, but also marginal VaR, tail analysis and stress scenario simulation. Users can also play out ‘what-if’ scenarios so they can see the potential impact of decisions before they are carried through.
ActivePivot is unique in terms of the performance it delivers due to the solution’s ability to manipulate VaR risk distribution as simple objects which dramatically reduces storage, access speed and calculations. The typical overnight OLAP batch is no longer required to answer VaR related questions.
Makes VaR an actionable measure
Easily manage your VaR limits
Check the impact of VaR pre-deal
Provides a shared tool and single data source for both risk management and the front office
Makes the most of your existing VaR investments with no additional database costs
View a case study showing how ActivePivot was used to make real-time actionable VaR a reality for a large regional bank.
We also have an online demonstration of ActivePivot for VaR which can be accessed below.
If you are interested in exploring further the most innovative aggregation engine with market leading performance and memory management, please contact us. We would welcome the opportunity to discuss ActivePivot with you in more detail and identify the ways in which it could be used to bring much benefit, cost effectively, to your IT and business users.
Click to start online demo
ActivePivot Demo Signup
To see how ActivePivot can help you perform powerful, real-time analysis, please fill in the form below.