Tungsten Risk Management

Tungsten Risk Benefits and Features

One of the most important aspects of risk management is the process around your risk management function - the daily checking of your portfolio returns against the expected risks, making sure your portfolio’s are all within well defined risk limits. This and much more is what Tungsten delivers to you. With seamless connectivity to the Tradar back office system and an intuitive drill through functionality from fund to position level, the Tungsten risk system allows you to monitor, analyse and identify risks across your trading portfolios.

System Features

  • Seamless integration to the Eze Software Groups Tradar PMS platform - no setup needed to export position data as other risk platforms require
  • P&L and risk attribution available at your fingertips
  • Rich drill down features and pivot analysis
  • Compare actual/realised risk versus forecast risk on all grouping levels
  • Powerful reporting manager for ad-hoc and high volume scheduled reporting
  • Historic prices synchronized via Tradar or via free independent price sources
  • Portfolio benchmarking using the Tungsten index database
  • Correlation analysis of your strategies versus the main portfolio (on any grouping level)
  • Leverage analysis
  • Derivative analytics powered by the open source QuantLib library
  • Ability to setup virtual portfolio filters and assign virtual assets (NAV) for performance and risk tracking, e.g. between different traders and sub-portfolio’s in the same fund or across the firm
  • Use your saved views to define risk limits for automated risk limit monitoring
  • Create scenario and stress tests using your saved views
  • Easily view charts of P&L/Exposures and Value At Risk time series
  • Extract P&L/Exposure and Value At Risk time series for analysis in Excel
  • Browser based so there is no need for complicated installs, you can securely access the Tungsten system from any browser!
  • Tungsten risk is available in several formats; an integrated version with Tradar PMS offering a multitude of industry standard risk reports. A stand alone version (Tungsten Sabre) with greater flexibility to drill down to position level risk metrics. A Tungsten Software Developing Kit (SDK) allowing you to get real time VAR of your portfolio (No Tradar PMS installation required). This is already integrated with Eze OMS. .