The open framework allows implementing several types of performance measures like Sharpe ratio, RORAC, RAROC, EVA or others. Opportunity rates can be directly assigned to financial contracts within riskpro™. A customized report will summarize all necessary ratios and indicators needed for management and regulatory reporting.
Contact us for further questions:
IRIS integrated risk management - Bederstrasse 1 - P.O. Box - CH-8027 Zurich
Phone: +41 (0)44 388 59 59
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