Risk Analytics & Support
We act as an extension of your own internal Risk Team providing you with the highly customized and cost efficient risk analysis / reporting services your firm needs to make the right decisions.
- We test and track investment restrictions and report the breaches to your portfolio managers ensuring your funds are always compliant and investment risks are mitigated. Our reporting extends to your particular Regulatory Requirements.
- Risk Analysis & Dashboard Reporting
- Timely and accurate monitoring of investment restrictions testing
- Reporting to fund managers / Regulatory Requirements
- Maintaining and updating Risk / Valuation Models
- Develop / Maintain flexible, customized risk reports as per client requirements
- Expertise / ability to work on several industry specific systems e.g. Risk Metrics
We provide comprehensive financial modelling, data management and risk reporting services. This ensures the client’s risk and investment teams keep a daily track of risk/investment statistics like VaR, P&L, contribution, underlying performance etc. for each portfolio.
We provide analytical / research based services on Bloomberg and are well versed on RiskMetrics and PackHedge.
Static / Dynamic Data Management
- Extensive experience in managing static data for different asset classes – performance, attribution, exposure, industry, country of risk, etc. We take complete ownership of the key static data for underlying investments. We source and update the static data every month to ensure that the data is up to date. Up to date static data is essential for accurate risk reports
- Model various financial instruments on risk management specific applications. Financial products include: Equity, Fixed income securities, futures and options, Swaps, CFDs and other OTC products, structured products like CDS, ABS, CMO, Commodity derivatives etc.
- Monitor P&L and VaR numbers for all positions / portfolios.
- Position level P&L breaches are identified and investigated on daily basis and reported to risk and investment teams.
- We monitor critical risk and investment metrics like VaRs, VaR breach instance, Sharp ratio, Sortino ratio etc. We can track and analyze these metrics on continuous basis and provide comments on these metrics.
- We work closely with clients’ risk and investment teams and play an active role in generating month-end and periodic reports for both internal and external distribution.