Solutions / Risk Management / VaR

Visualising your VaR

 

Enhance your risk management with
smart analytics

Applications that support precise and complex numerical analysis is essential for effective risk management. Participants must not only identify where risks exist in their portfolios but also understand the factors driving changes. This is particularly important when it comes to Value at Risk (VaR) breaches.

Given the urgency of quickly identifying a VaR breach and its underlying causes, having all necessary information readily available is critical. We’ve created a suite of interactive dashboards to illustrate how this can be achieved with Lacima Analytics.

Explore real-world outputs from Lacima Analytics visualised in Microsoft Power BI* to pinpoint a VaR breach and drill down to uncover its causes.

See instructions on interacting with the dashboards below.

To interact with the dashboards:

  • Click the arrow at the bottom to switch dashboards
  • The default view is the ‘Executive Summary’ which provides price change, P&L and VaR information essential for understanding key changes at a glance
  • Use the check boxes to see individual elements in isolation. Unselect the filter to return to portfolio view


Watch the video:

Watch Lacima’s Martin Ogden walk through these dashboards to identify a VaR breach and drill down to uncover the cause in a real-world example.

 

* Microsoft Power BI is not included as part of the Lacima Analytics solution. To achieve a similar result, you will need your own business intelligence platform licence.