Earnings at Risk: EaR calculations at unrivalled speed
Our EaR system calculates the nth percentile daily worst case loss over a time horizon in days due to market price moves. Any time horizon required can be specified.
With EaR being computationally intensive, it lends itself well to a cloud based pay-as-you go model for clients that have limited computing resources. Using this model, you only pay for the resources you use.
Using the Skew Vega® Engine, you can decide how long a calculation takes to run depending on your needs and budget. Our code is designed from scratch to run in parallel and our dynamic cloud can easily add more or less compute cores to a process. This means that resource intensive calculations like EaR or PFE can be adjusted from several hours to just 15 minutes.
With EaR being computationally intensive, it lends itself well to a cloud based pay-as-you go model for clients that have limited computing resources. Using this model, you only pay for the resources you use.
Using the Skew Vega® Engine, you can decide how long a calculation takes to run depending on your needs and budget. Our code is designed from scratch to run in parallel and our dynamic cloud can easily add more or less compute cores to a process. This means that resource intensive calculations like EaR or PFE can be adjusted from several hours to just 15 minutes.