EMA combines a machine-learning algorithm based multi-factor model with GARCH to produce forecast volatilities and correlations for all traded assets to assist financial professionals in the prudent and efficient management of investment portfolios. The models cover all liquid asset classes including derivatives and the attribution of risk can be to system default factors or user specified “styles”. The system is open, flexible and powerful.

Risk system requirements EMA solution
Single country models
Multi country models
Single asset class models
Multiple asset class models
Long term ex ante risk estimation
1 day to 1 month forecast risk
System default risk attribution factors
User defined risk attribution factors
System default reports
User defined reports