RV Capital Selects Bloomberg’s MARS Market Risk to Expand Risk Management and Regulatory Reporting Capabilities

Singapore – RV Capital, a Singapore-based macro hedge fund, has adopted MARS Market Risk, a part of Bloomberg’s Multi-Asset Risk System (MARS) suite of solutions to expand its product coverage and risk management capabilities across asset classes and strengthen their regulatory reporting framework.

RV Capital, which focuses on investments in Asian interest rates, foreign exchange and credit markets, has seen operational efficiencies improve across their business through the implementation of MARS Market Risk, which helps the hedge fund monitor, assess and manage firm-wide risk including Value at Risk and advanced stress testing. MARS Market Risk provides RV Capital extensive financial instrument coverage including equity, FX, rates, bonds, commodities, alongside structured and exotic products, which supports robust daily risk management. The solution also enables the hedge fund to pull timely, accurate and detailed market risk analytics and facilitates compliance to address constantly evolving regulatory requirements such as the Undertakings for the Collective Investment in Transferable Securities (UCITS) reporting.

“In today’s rapidly changing financial market and volatile economy, it is critical that firms have the right tools to manage their portfolios and risk,” said Pardha Viswanadha, Chief Risk Officer of RV Capital. “Bloomberg’s products provide us with robust solutions and data at our fingertips to streamline our risk management capabilities, generate new investment strategies and remain on top of regulatory requirements.”

“We are proud to be working with RV Capital to help them manage risk and expand their regulatory reporting capabilities across the region,” said Steven Yankelson, Head of ASEAN Sales at Bloomberg. “Now more than ever, interoperable technology and high-quality data is vital for firms to generate alpha and future proof their businesses. At Bloomberg, we are committed to supporting hedge funds in remaining competitive and staying ahead of the curve over the long term.”

Bloomberg’s suite of MARS risk solutions, which are delivered on the Bloomberg Terminal and via APIs, provide risk analytics for cash and derivatives securities. The suite helps traders, portfolio and risk managers manage front office risk, market risk, XVA counterparty risk, credit risk, hedge accounting, as well as collateral and SIMM requirements – all by using a common pricing and data library, providing consistency from front to back. MARS Front Office supports firms with intraday valuation and on-demand risk analytics, advanced scenario and stress test capabilities as well projected cashflows and “PnL Explain” reports.

About Bloomberg
Bloomberg is a global leader in business and financial information, delivering trusted data, news, and insights that bring transparency, efficiency, and fairness to markets. The company helps connect influential communities across the global financial ecosystem via reliable technology solutions that enable our customers to make more informed decisions and foster better collaboration. For more information, visit Bloomberg.com/company or request a demo.

About RV Capital
RV Capital Management is a Singapore-based hedge fund management company founded in 2011. We focus on long/short investments in the interest rates, foreign exchange, and credit markets in Asia. These investments are driven by economic, secular, and structural themes. Our culture is rooted in top-down macro research of Asian economies framed within the context of price dislocations resulting from drivers outside Asia. We emphasize strong risk discipline and seek to employ liquid instruments while being mindful of market technicals.

Media Contact
Mandy Wu, +65 9621 9960, mwu462@bloomberg.net

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