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Risk Management

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CIBC World Markets licenses EGAR Technologies' EGAR Dispersion tool; BITA Plus, releases a new returns based analysis service for fund managers; Decisioneering releases multimedia training CD to teach fundamentals of spreadsheet risk analysis and Monte Carlo simulation.

CIBC World Markets, the investment and merchant banking operation of CIBC, has licensed EGAR Technologies' EGAR Dispersion tool. The volatility dispersion strategy analyzer highlights investment opportunities when changes occur in the relationship between options on an equity index and options on the constituent index. The full version of EGAR Dispersion also includes risk analysis and position monitoring in addition to a custom built stochastic implied volatility analysis system built for CIBC. EGAR also partnered with Ivolatility.com to build a historical database and provide daily updates for CIBC data.

BITA Plus, a provider of risk management and portfolio optimization software has released a new returns based analysis service for fund managers. The BITA Fast service enables historical performance of fund managers' investment return factors to be assessed and includes reports for further analysis and refinement. Depending on the complexity of the analysis, any number of global, regional and country risk factors can be assessed. Fund managers can decide which of those factors they want to assess and e-mail the information to BITA Plus Consultants. The service provides detailed graphical and numeric electronic reports back to the fund manager with rolling performance information over the period of the analysis. Users are charged on a per usage basis.

Decisioneering has released its multimedia training CD to teach the fundamentals of spreadsheet risk analysis and Monte Carlo simulation. The training course entitled "Risk Analysis Using Crystal Ball" takes users through the Crystal Ball concepts including risk analysis and advanced modeling techniques. The CD was developed with Dr. John Charnes, a professor at the University of Kansas School of Business. The course materials cover 23 examples and exercises with 16 lesson units.

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