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Risk Management
Control, Consistency, Knowledge
In order to quantify trades and overall portfolio metrics, HCM uses numerous quantitatively-based methodologies such as:
Regression Analysis
Sensitivity Analysis "Shock Testing"
VAR -- Value at Risk
Factor Analysis
Back Testing and Verification
Information generated on both a pre-trade and an actual basis.
Risk related statistics are tracked and reported at individual position and the portfolio level.
This promotes a disciplined, controlled approach to:
Portfolio Construction
Sizing of Position
Risk Control
The Result: Improved decision-making and information flow.
Reporting
Daily & Periodic Reports
Customized Reports
Reports Arranged by: Largest Positions, Largest VAR, Sector, Creditor, etc.
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