Next Generational Risk Management
Next Generational Risk Management

Turning Risk Into Performance

Ease The Pain: Modulor low eVaR Index

The eVaR (extreme) Risk Monitor

From VaR to eVaR

As a result of international co-operation with renowned academic institutions and quantitative analysts in the investment industry, the eVaR has established itself as an innovative technique for measuring extreme risks. The eVaR has enhanced its process of title selection and portfolio construction, by means of tried and tested methods applied to research into natural catastrophes, in order to achieve efficient monitoring of the financial markets or investment portfolios for tail risk within the context of an efficient early warning system. At the same time, by means of an integrated 'airbag' eVaR reduces painful periods of drastic drawdown, without losing out on recovery or indeed on periods of sustainable growth.

 

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