Risk Reporting

Celent will help qualify your requirements and introduce you to the vendor
Spotted a missing vendor? Use this form to alert a vendor to the Celent service
Create a vendor selection project & run comparison reports
Register to access this feature
Click to express your interest in this report
Indication of coverage against your requirements
A subscription is required to activate this feature. Contact us for more info.


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.

Product/Service details

User Suitability (Capital Markets & Investment)
Asset Managers, Asset Managers, Wealth Managers, Wealth Managers
Geographic Availability
Europe, Europe, North America, North America