Make informed investment decisions with analytics covering more than 22 million unique securities
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 your underlying risk exposures across asset classes
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
All the liquidity risk management metrics you need, in one place
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
Insights to help you build institutional-grade risk management capabilities
Best Practices in Investment Risk Management: 2024
For risk management, the ability to demonstrate extensive expertise alongside a deep understanding of the investment side of the business is crucial. But what best practices do firms need to follow to achieve an institutional-level standard of risk management?
The 5 must-have capabilities for managing the risk function in-house
So you know you need a robust, institutional-grade risk management capability to attract investor allocations and meet clients’ ongoing demands. But what does a fit-for-purpose risk management and reporting function entail in practice?