Risk Assessment

AVM Solutions utilizes a proprietary risk management system called Raptor. This state-of-the-art tool enhances the assessment of risk by integrating all position and valuation data maintained in our databases.

Raptor enables our Risk Management team to quickly load large interest rate and credit portfolios and analyze risks across a broad spectrum of variables including credit spreads, interest rates and volatility.

With Raptor’s advanced functionality, we are able to provide the following risk assessment services:

  • Adverse move (stress) analysis for each position
  • Scenario analysis for each portfolio
  • Liquidity coverage ratio
  • Attribution analysis
  • Counterparty exposure summaries
  • Regression analysis

Output from Raptor is provided in highly customizable formats suited to each client’s needs.

Photo: _img/bios/Bob_Hart.JPG

Bob Hart
Chief Risk Officer

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Photo: _img/bios/Jaime_Restrepo.JPG

Jaime Restrepo
Risk Analyst

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