VPD Risk

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Overview

VPD Risk offers a solution to address this, along with additional data storage and enhancement capabilities, the foundation of VPD Risk & Performance.

At the heart of VPD Riskis the VPD Risk Vendor Specific Interface, the VPD Risk VSI, which seamlessly communicates with MSCI BarraOne, RiskMetrics and the Axioma risk models, through a series of automated, workflow tasks. This allows the user to define specific data to export to the risk engine, passing across additional data for use in calculations if required, and integrating the resultant risk measures for analysis and reporting.

Results and data enhancements can be stored and distributed with VPD Riskoffering a full range of regulatory output such as UCITS reporting.

•    Seamlessly communicate with BarraOne, RiskMetrics or Axioma risk models without the need to      use import workbooks •    Assign groups and scenarios to portfolios, defined by user and owner, allowing the user to filter the      subset of data to export •    Submit additional attributes (prices, spreads etc.) for instruments to be incorporated in the risk      engine calculations •    Compare results from the risk engine to the data source, and report against user-defined tolerance      levels •    Access a range of risk reports in accordance with UCITS reporting •    Organise and schedule tasks within the VPD Risk VSI as part of the client workflow

Key Features

•    Seamlessly communicate with BarraOne, RiskMetrics or Axioma risk models without the need to      use import workbooks •    Assign groups and scenarios to portfolios, defined by user and owner, allowing the user to filter the      subset of data to export •    Submit additional attributes (prices, spreads etc.) for instruments to be incorporated in the risk      engine calculations •    Compare results from the risk engine to the data source, and report against user-defined tolerance      levels •    Access a range of risk reports in accordance with UCITS reporting

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