RISK MANAGEMENT

Used by investment managers to manage risk across asset classes, from holdings to enterprise level

• Parametric, historical simulation and Monte-Carlo Value-at-Risk. Position and portfolio sensitivities.
• Historical and user-defined stress testing, shock any risk factor relevant to your portfolio
• Get an edge in decision making with pre-trade what-if simulations

Identify and manage risk across multiple asset classes and global markets:

• Decompose risk into fundamental source of absolute and relative risk using common factors
• Forecast risk over long horizons (6 to 12 months)
• Stress test returns under historical and expected market dislocations

A complete tool for liquidity risk management:

• Maintain a complete and accurate view of portfolio liquidity
• Quickly identify liquidity bottlenecks in asset allocations
• Monitor the time it would take to liquidate individual holdings and complete portfolios