Risk Management

Evaluation and management of the risk

The practice of calculating the risk (Value at Risk) is daily applied by companies who work in multiple fields. Most of the users of this tools are banks, insurance companies, financial brokers, multi-utility companies, large-scale retail traders and investment funds. Mathematical tools about VaR calculation is full of theorems, algorithms and formulas. This analytic tool’s market is always evolving: it is a priority, for those companies where the risk evaluation is deeply integrated in their business, to look for problem solving methods and algorithms which are always more advanced and sophisticated.

HTE’s Solution

When a calculation method is discrete, mathematics turns into an opinion and stops making business. Men at works using Value at Risk developed personal calculation methods based on their experiences, needs and sensations. HTE has developed a standard system to calculate the VaR: Time Integral Algorithm is a financial tool for managing and determine the risk. This algorithm is capable of extracting the mathematical model found in real situations. It overcomes the individual setting, improving the traditional product and it is usable by every user of the previous technologies.