Using our online tools, you can track the evolution of your assets and:
- Evaluate the performance of your portfolios and their benchmarks using several levels of analysis
- Run ex-post risk statistic calculations
Portfolio structure analysis
Our reports help you understand the structure of your portfolio and highlight the main movements related to transactions.
Multiple breakdowns are available including geographical, sector, credit rating, investment strategy, and duration. Available with or without consolidation of your portfolio, you can choose the breakdowns (including bespoke breakdowns) you need.
We help you explain your portfolio’s performance relative to a benchmark by deconstructing the performance into several attribution effects: asset allocation, stock selection, market allocations and currency effects.
With over 15 years’ experience, our reports comply with regulatory requirements (UCITS, Solvency II, Basel III, AIFM, EMIR, etc.) whilst remaining independent.
You can choose from a range of indicators and analyses to monitor your risk exposure and extract a consolidated view of the risk/return trade-off.
Risk tools include:
- Ex-Ante risk calculation tools: volatility, VaR, CVaR, etc.
- Attribution tools for Ex-Ante volatility and tracking error
- Consolidation of portions of investment
- Stress testing: as well as measuring risk, these can simulate crisis situations on the portfolio
Solvency II reporting
Locating and managing the right data remains a cornerstone of your Solvency II expectations and requirements. Processing data from multiple sources and at the right level of granularity is critical for calculation and reporting.
Whether you are supporting a standard model or implementing an internal one, we can help you collect, enrich and consolidate data in an automated, timely, and accurate manner.
Asset & Liability Investment Analytics (ALIA)
Understanding investment risks and your exposure to any asset/liability mismatch is crucial. ALIA is our interactive and dynamic online solution. It gives you a consolidated view of your assets and liabilities including:
- Funding ratio monitoring using multiple discount curves
- Asset allocation analysis on a look-through basis
- Liability benchmarking
- Asset/liability matching risk analysis
- Pension scheme investment risk analysis (multiple stress tests, risk attribution)
- Performance monitoring and attribution
Environmental, Social and Corporate Governance Risk Analytics (ESGRA)
Companies that you invest in are being viewed under the lens of long-term sustainability, with those falling short facing higher costs of maintaining their business models, and corresponding risk to their profitability and market performance.
But which ESG data do you need, how do you interpret it and integrate it into your existing risk framework? How can you measure and monitor the effectiveness of your ESG philosophy?
ESG Risk Analytics is a solution to manage those risks.