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 $5 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