Riskdata makes asset manager’s life easier by providing:
All the data needed for the calculation of risk analytics is collected every day and cleansed by our data management team.
Managing hybrid portfolios can be challenging yet with Riskdata it is no more difficult to calculate risks for complex cross-asset portfolios than it is to analyze equity or bonds portfolios.
You can generate standard regulatory reports (UCITS, AIFM, P/F…), or your custom reports, on demand (in a single click) or by batch (without even any click).
Riskdata can be fully implemented and ready-to-use in less than 1 month. Contact us.
Cloud or no cloud: that is the question. Worth asking indeed as we offer both: a cloud solution or a local installation.
Riskdata has developed the HuLK VaR: a Monte Carlo based methodology that avoids over or under estimating risk across market regimes. HuLK VaR is the most reliable VaR as shown by multiple backtests.
Two VaR for the price of one if Monte Carlo VaR is simply not enough for you.
You would rather have them as risk indicators than as assets in your portfolio (delta, gamma, theta, vega, Interest Rate sensitivity or convexity, Credit Rate sensitivity or convexity…).
In normal or stressed environments, Riskdata measures the percentage of your portfolio that can be liquidated at various horizons under selling speed or cost constraints.
Others may provide you with ex-post volatility/tracking error. So do we. But we also calculate ex-ante volatility/tracking error with full transparency of the benchmark.
You can choose among a comprehensive library of predefined historical stress tests or you may create your own correlated or non-correlated stress tests.
With Basel III, VaR calculation becomes essential. So to make sure you fulfill all the requirements, Riskdata allows you to backtest the VaR of your portfolios.
For those of you not fortunate enough to be using Riskdata, we even offer – free of charge – to check your own VaR calculation with our backtesting module.
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