Financial Engineering

In 1994, FEA was invited to join the J. P. Morgan RiskMetrics initiative. FEA was one of a tiny number of original RiskMetrics partners who dedicated to the development of a stand-alone risk engine, anticipating that risk management was fundamentally an enterprise activity, and not simply an extension of a single-asset-class portfolio management system. Today, FEA's risk engine, VaRworks, incorporates all of the popular risk methodologies, as well as scenario analysis.