Volmaster FX Position Keeping (Risk Management)

This optional module seamlessly integrates with the Pricing tool and provides traders a fast, accurate and effective risk management solution. The position keeping is currently implemented by downloading the position from an external source (ephemeral) whereby all processing takes place locally and no information is ever sent to Volmaster servers. As such it can be easily deployed in a SaaS scenario without complications arising from compliance.

The sytem builds on the techological and computational innovations of Volmasters in order to provide real-time revaluation of large portfolios of exotics (1st gen) with the academically-backed SLV and SLV+J models.

The tool also accurately deals with all translational risks (conversion of cash-flows into accounting currency).



As a multi-threaded system, Volmaster allows traders to open several position keeping forms at once and even perform specific simulations while the system keeps on revaluing in real-time.

Global simulations, such as currency-shock, provide an insight into the risk of an entire portfolio, based on historical or manually provided correlations. Per-ccypair simulations, such as spot/vol or horizon shift, provide unvaluable information, helping traders in their book management.

Hedge wizards simplify and minimize the transaction costs of achieving the desired risk profile of the books.



For organizations with in-house or legacy systems, Volmaster offers the same pricing and revaluation capabilities also via its API, which exposes Volmaster SLV libraries. Either with a local API installation or remotely via Volmaster Libraries as a Service capabilities.



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Please contact us for further information about Volmaster FX technology:  info@volmaster.com





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