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 $4 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