The CaMaRis risk management service is intended for companies seeking an independent solution for recovering exotic market parameters and managing associated portfolio risk.
The CaMaRis project was initiated in 2009 by an experienced financial market professional within Arrow Financial Consulting. By exploiting synergies between technological and financial expertise, we have been able to develop a high value added market risk management tool.
CaMaRis can currently be used for the following:
- Marking to market the most simple to the most exotic market data
- Measuring and managing market risk associated with investors’ positions
To achieve these objectives, CaMaRis combines technology and expertise:
- unique operational expertise in the trading room environment (pricing tools and real-time data feeds)
- mastery of IT tools
- permanent contact with operators
CaMaRis offers tailored support and services for the same cost as shared infrastructure.
Clients benefit from transparency as to the methodology used to comply with and communicate regulatory constraints.
CaMaRis provides access to the most effective risk analysis: 1% and 10% Value at Risk, VaR back-testing, stress tests, worst cases including user-selected historical and hypothetical shocks, risk analysis on directional and cross parameters, and analysis of historical or hypothetical scenarios.
Download our brochure
