FinX SEC18f-4
FinX Capital Markets’ SEC Rule 18f-4 Value at Risk Offering
FinX makes complying with SEC Rule 18f-4 quick, simple and cost effective. Get up and running in less than 20 minutes with zero implementation and no need for “enterprise software”.
The FinX SEC18f-4 Web Application offers Daily and ad-hoc Value-at-Risk (VaR) portfolio calculations and stress tests. The platform provides a complete range of analytics across all asset classes for any number of portfolios and any number of securities.
How does FinX’s Portfolio VaR work?
- Upload Portfolio Positions
- Select Run Configurations
- View Report
Connect your portfolio positions by submitting either excel sheets or text files. The portfolio can have any mix of traded securities and derivatives as FinX offers global coverage from savings bonds to CDOs without the need for you to have a data license. All we require is a security ID with the option to include as of date, par value, or price.
Our analytics engine is designed to be fully transparent, configurable, and scalable without sacrificing accuracy for speed. The cloud native infrastructure and horizontal scalability provide low latency and high performance capabilities on the Web.
This allows you to run as many simulations as you wish with granular control over all inputs. Our platform allows you to customize your daily VaR calculations and stress tests with volatility shocks, correlation models, time horizons, confidence intervals, look-back period, and published or custom benchmarking.
“FinX is accurate, reliable and fast. It’s always available and we have complete control over all aspects of the model and inputs.” —Hedge Fund Manager who uses FinX (reference available upon request)
Results from each VaR calculation are kept in a manifest for record-keeping, and automatically saved to the portfolio allowing you to view any past calculations and download results in a report format.
“FinX’s technology offers unprecedented calculation speeds, which enables our clients to achieve faster analytical insights to power their portfolio decisions. The flexible architecture facilitates rapid development, continuous delivery of new features, and expanded capability options for the future.” — Paul d’Ouville, Global Head of Product and Client Solutions at The Northern Trust Company
Beyond daily VaR calculations and stress tests, FinX provides complete compliance coverage for backtesting, model management and secure file retention. This along with the ability to continuously look-back at prior forecasts you can monitor and calibrate the VaR model to demonstrate that the VaR model is a reasonable measure of risk as required for 18f-4 reports.
Interested? Reach out and we can get you up and running today!
Email us at info@finx.io
