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« [PDF] A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy | Main | Bear Stearns Introduces BearXplorer Tools to Manage Risk and Optimize Portfolio Performance »

TwoFour adds VCV VaR calculation support

TwoFour Systems, a leading provider of global financial transaction processing systems, today announced the addition of Variance-Covariance Value at Risk (VCV VaR) calculation support in its comprehensive, cross-product TwoFour trading platform.

» Search Risk-Specific Tags: Variance Covariance - Value at Risk
» TwoFour Systems

Posted at 11:03 AM in Risk Blog News |

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