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Paragon Risk Management
Risk Management

Paragon RMS incorporates advanced Value at Risk calculation algorithms, efficient simulation methodology engine, multiple decision support tools like Stress Testing, Back Testing and ‘What-if’ Scenarios, a powerful reporting engine using SSRS technology, and an on-premises software delivery model.

Innovative functionality for the Buy-Side sector, delivering Risk Measurement and Management, well suited for Asset and Fund Managers, Private and Wealth Managers, Hedge Funds, as well as Family Offices and Private Advisors.

What makes Paragon unique? 

  • Advanced Risk Evaluation of Value-at-Risk (VaR), Ex-Post and Ex-Ante, based on Monte Carlo Simulation, Parametric, Historical and Weighted Historical Simulation.  Multiple decision support tools like Stress Testing, Back Testing and ‘What-if’ Scenarios
  • Calculation of several VaR related measures such as: Marginal and Component VaR along with Tracking Error, Relative VaR, Expected Shortfall, Diversification Benefit, Portfolio Distribution Moments and other portfolio metrics such as Sharpe and Sortino Ratio.
  • Portfolio level sensitivities (Vega, Theta, Rho, Effective Duration, Equity Delta, FX Delta) and instrument level sensitivities (Option`s Delta, Theta, Rho, Bond`s Duration and Convexity).
  • Risk Decomposition into all available Classifications (asset classes, sectors, risk countries, capitalization etc).
  • Powerful Credit Risk measures such as Credit Valuation Adjustment (CVA), Loss Given Default (LGD) and Credit VaR
  • User-Defined Volatility & Correlations used with Monte Carlo or Covariance Market Risk calculation methodology, in order to achieve more accurate (according to risk manager’s market perception) VaR and VaR-related measures. 

  • Systematic Risk. The Beta Factor “β" as the optimum estimator, expresses the rate of return of an instrument or portfolio in comparison with a selected Benchmark.
  • Wide range of instrument coverage spanning from vanilla instruments such as Equities and Bonds to Options and exotic CDS and MBS.
  • On Demand and Scheduled Risk Calculation and Report generation with multiple export formats available.
  • Strong Integration with any Back-Office, MS Excel, or flat files, based on embedded Integration mechanism and SQL Technology.

Click here for more information on Paragon.

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