Built by the buyside, for the buyside.

AVM Solutions

August Valance Report

United States

This week’s economic data showed an economy muddling through at a rate of growth below potential, but unlikely to be negative. At times, the mediocre data has garnered a positive response after the string of negative news last week lowered market expectations and left many people expecting a “double dip”. The ADP report showed private payrolls contracted 10k in August and suggests Friday’s important payroll data could be a bit softer than expected (consensus is 41k of private payroll gains).

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Risk Management

Our risk management team, headed by Bob Hart, has managed and enhanced the proprietary risk management systems that are currently used by a variety of funds, with over 1 billion in capital. These systems have recently undergone a major upgrade in both functionality and user-friendliness, making them fully integrated with AVM's trading floor systems as well as the position and P&L data maintained by our back office.

A partial list of our Risk Management services includes:

  • Adverse move (stress) analysis for each position
  • Scenario analysis for each portfolio
  • Liquidity coverage ratios
  • Attribution analysis
  • Counterparty risk analysis