VaRworks® 4.0 Adds Advanced Stress Testing, Market-Risk Scenario Builder Tool

Financial Engineering Associates, Inc. (FEA),announced the release of VaRworks® 4.0 – the latest edition of the company’s VaRworks software for market risk management. To the VaRworks program’s value-at-risk analytics, VaRworks 4.0 adds comprehensive stress testing functionality, as well as a utility for designing shocks and analyzing risk conditions before they hit the market. In VaRworks 4.0, users can build and apply shocks to revalue portfolios, using the latest stress testing methods. VaRworks 4.0 is a set of Excel spreadsheet add-ins and includes FEA-designed templates for use or adaptation.


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