2016.12 is now available – featuring new Stress Test VaR!

New features:

  • Stress Testing for Value at Risk (VaR) including the three methods commonly required by investors: Historical scenario, sensitivity analysis and hypothetical scenarios.
  • Fund denominator and Fund Price ID are now available on the Position Reporting and Portfolio Summary pages.
  • We have a new search box on the Position Reporting, thus making it a lot easier for the user to search anything on the page.

    Refinements:

  • Simultaneous real time market data feeds supported, with Product Master providing the extended configuration.
  • A new field has been introduced on the Broker Setup page called ‘Underlyer Type’ for setting up the basis for commissions.

   Bugs:

  • The ‘Reports’ tab fits to screens with reduced resolution.
  • Cash positions are now displayed on the Tax Lots page.

To find out more about our Value at Risk work, please visit to our Risk Management System page.

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