Solution introduction
Asset allocation / risk management platform
Avoid the black swans
BlackSwan helps you avoid extreme events through sophisticated quantitative risk metrics and accurate distributions. Its built-in market risk module is constantly evolving and back-tested to ensure it remains relevant to prevailing market risks. It provides for a number of risk metrics such as value-at-risk, volatility, expected shortfall and tracking error.
It also includes a range of built-in risk-related analyses, including metric analysis, allocation analysis, volatility analysis and Monte Carlo models.
