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This engine
uses an ingenious use of modern portfolio theory and
optimization algorithms to ensure that anyone managing a corporation's
portfolio has full visibility of all risks that one has measured.
Whether you use Credience's engines to measure risk (E.g. C-CRE to
measure credit risk) or whether you have your own internal models, the
C-POE provides a massively scalable risk management framework to
calculate anything from Expected Loss (EL), Unexpected Loss (UL) and
Expected Shortfall (ES), Risk Adjusted Return On Capital (RAROC),
Economic Value Add (EVA), Shareholder Value Add (SVA) and numerous
other metrics.
Not only is this engine suited for
mortgages, but also for larger SME and corporates, hence increasing
liquidity. The PME also works very well with property investment
portfolios in which it calculates the optimal time to purchase the next
asset. Why pay unnecessary interest if we can show you how to minimize
this through our portfolio software?
The software comes with Day Trading
algorithms and functionality to show you when to buy and sell shares
and stocks on a conditional order basis. You simply specify what type
of ROI you would like and it will algorithmically place buy/sell orders
within a specified limit/buffer amount. It also tracks what the optimal
ROI was over that instrument's history.
Finally, the C-POE uses not only basic
WACC and CAPM models, but advanced mathematics that is presented to the user in a
simple manner, so that the portfolio efficient frontier can be
accurately recalculated. C-POE also uses Copula techniques to overcome
correlation issues, ensuring that you are not over-capitalized nor
under-capitalized in any particular asset class.
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