Comprehensive Risk Analytics including Monte-Carlo Value-at-Risk, CVar, Stress Tests, Sensitivities, to comply with investor and regulatory requirements (UCITS, AIMF, Dodd-Franck, Solvency...)
To ensure high-speed, scalable reporting process and let you implement intra-day risk control and regulatory compliance for Portfolio Management and Investor Communication:
- Packaged cross-asset-class data + portfolio analytics, with automated positions and securities mapping, high-speed batch process as well as instantaneous on-demand report production.
- A pre-defined reports library to address existing regulatory requirements and a report editor to create specific user templates. Comprehensive library of risk analytics ( VaR, CVaR, Exposures, Stress, Greeks etc.) and attribution keys. Automated historisation to address back-testing requirements
- Cross-asset-class methodologies based on high-dimension Monte-Carlo & historical simulations with full repricing and non-linear factor modeling to model any pay-off scheme.
- Regulatory compliance on UCITS, AIMF and Solvency Directives
- Full confidentiality, your proprietary portfolio data always stays on your site.