Relative Risk       


Relative Risk® enables risk managers to monitor risk exposures for multiple measures around either a single portfolio or multiple portfolios. All standard risk measures can be monitored, such as Value-at-Risk (VaR), Expected Shortfall (ES), Leverage, Active Exposure, etc.

A sample of available displays

A sample of available displays in Relative Risk® are displayed below.

Example of Relative Risk

Example of Relative Risk