Real-time Risk Management
Our DJALI Risk Management application enables Hedge Funds to easily view, analyze, and manage exposures, Greeks, concentrations, margin utilization and other risk metrics. Stress tests are continuously run in real time, allowing visibility into position exposure in moment-to-moment market movement (price and volatility). Hedge Fund clients can view real time positions and risk by portfolio, trader, symbol, sector or any arbitrary grouping.
 
Optimize your capital utilization with real-time Customer Portfolio Margin (CPM) calculations
Our DJALI Risk Management application provides a real-time replication of the OCC TIMS calculations for Customer Portfolio Margin – a unique tool allowing a portfolio manager or trader to monitor margin requirements in real-time. We have also included the “house” margin rules specific to each custodian/clearing firm we work with. This unique tool empowers our Hedge Fund clients to continuously adjust their positions throughout the day to effectively avoid possible margin calls that have traditionally been issued in the evening (when the OCC updates their calculations).

Reporting and Analysis
Our ESMA Reporting application allows our Hedge Fund clients to run a variety of reports on their historical trades, positions and risk – including cost basis analysis, historical realized and unrealized profit/loss, and account performance metrics. In addition, VaR and other risk-centric reports can be run daily or on demand – using industry standard historical VaR analysis. Full set of VaR tools including the ability to view VaR PL distribution, calculation of CVar (expected shortfall) and EVar.

Leverage our Capital Introduction team
We encourage our Hedge Fund clients to work in partnership with our Cap Intro team to efficiently market and grow their respective funds. Victor Securities maintains a robust capital introduction program focused around 2 main components: “Traditional” Capital Introduction – where our representatives are leveraging their network of potential capital sources to introduce to applicable funds; and Third-Party Marketing – with dedicated agents experienced in representing alternative investments being engaged by funds to act as their outsourced marketing teams.

Efficiently implement Multi-Prime and/or SMA arrangements
Since data flows through our DJALI Risk Management and EMSA Reporting applications in STP fashion, trades, positions, balances, and other account values are easily aggregated across multiple executing brokers, prime brokers, and custodians. As a result, our Hedge Fund clients are able to smoothly and efficiently operate in a multi-prime environment as well as easily add SMAs should they choose to do so.
 

Key Benefits

  • Advanced Risk Management application
  • Real-time Customer Portfolio Margin (CPM) calculations
  • Robust reporting; including sophisticated risk reports
  • Committed capital introduction platform
  • Ability to multi-prime and manage SMAs