The December 2015 release of StatPro Revolution is now live! Version 65 is our final release of 2015 and completes a major phase of risk analysis enhancements. We’ve added risk simulation and on demand stress test dashboards along with a new sensitivity analysis page.

RISK SIMULATION FRAMEWORK

The new risk simulation functionality allows you to make various changes to your portfolio such as increasing your holdings in one particular security or reducing your exposure to an entire sector. StatPro Revolution will then calculate the risk analysis based on your changes and compare this to the original portfolio. You can also run the full risk analysis on your simulation as a stand-alone portfolio to gain access to total, sector and security level risk data.

ON DEMAND STRESS TESTS

We have added dedicated analysis dashboards for stress testing and you can now select any number of scenarios from the library to run interactively. Results are shown at portfolio level and you can drill down through sector to security level. There is also a new dedicated sensitivities analysis dashboard allowing you to see a selection of pre-determined factors such as interest rates, credit, inflation and FX.

CUSTOM SECURITY PRICE HISTORY

You can now import price history for your custom assets so they can be analyed along with any other security. This includes historical risk analysis such as VaR.

NEW VERSION OF REVOLUTION-I:OUR INTERACTIVE REPORTING AND DATA EXTRACTION APP

A new release of Revolution-i has also been made available to subscribing clients. Revolution-i is a stand-alone app that is installed locally and allows you to extract data from StatPro Revolution to use in reporting or other downstream applications. There are many pre-designed templates for Excel and Word which can then be customised to create powerful reports. This new version enhances the interaction with the powerful Revolution Web API, allowing you to initiate new portfolio calculations instead of just reading pre-calculated data. This added flexibility helps you design the scheduled data extractions you need for all your reporting purposes.