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Market Risk
System that calculates and monitor the market risk for the firm. They will
calculate Value at Risk (VAR), Duration, Convexity, Greeks (delta, theta, vega and gamma) etc.
- Factset
- MSCI Barra
- Blackrock/Aladdin
- FIS APT
- AXIOMA SL
- Murex
- Algorithmics
- Fincad
- Numerix
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