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TS Imagine Wins “Best Risk Management Product” Award from HFMWeek
| NEW YORK – February 24, 2015 – TS Imagine, a leading global provider of portfolio management, risk, and regulatory solutions for financial firms worldwide, received the “Best Risk Management Product” tribute from HFMWeekat the US Technology Awards ceremony. The awards recognized technology providers who deliver cutting-edge solutions and innovative products to the hedge fund industry.
“We thank HFMWeek for honoring TS Imagine with the ‘Best Risk Management Product’ award, and we are immensely proud of the continued loyalty of our clients,” said Scott Sherman, Co-Founder and Global Head of Business Development and Sales for TS Imagine. HFMWeek continues to recognize TS Imagine’s innovative, responsive, and industry-leading services and solutions:
# # # About TS Imagine TS Imagine, founded in 1993, provides real-time portfolio, risk management, and regulatory solutions for the world’s leading brokerage firms, investment banks, hedge funds, and funds of funds in more than twenty-five countries throughout the Americas, Europe and Asia-Pacific regions. TS Imagine provides institutional-grade functionality and broad cross-asset instrument support for businesses of all sizes and complexity. TS Imagine was the first to launch a cloud-based portfolio and risk management system in 2000 to make it easy for clients to access, customize, and use the firm’s extensive analytics and products. Headquartered in New York City, TS Imagine has offices in Hong Kong, London, and Sydney. For more information, visit www.imaginesoftware.com or contact TS Imagine at 212-317-7600, and follow us on Twitter and LinkedIn. For further information and media inquiries, please contact: Debra Douglas LaToya Bowlah |
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Predicting the Past
Historical VaR (HVaR) has become a standard measurement of risk. Many firms now require a full twelve years of prices (plus data from further back such as the Great Recession of 2008–2009). However, this requirement introduces a conundrum: what do we do when a company has not been around for a full twelve years?
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Enriching the HVaR Calculation:
Predicting the Past:
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
