Comprehensive Risk Metrics
For all securities, we calculate the common risk measures that are the day-to-day business of a risk manager. Via the implementation of models, we can also calculate theoretical prices for illiquid securities. For these pricing services, we can also aggregate liquidity at different trading venues.
Comprehensive alerting forms the basis for any risk monitoring. We can send real-time alerts and report critical threshold violations. In addition to simple rates, customer-specific key figures can also be calculated and monitored on demand.
The most important thing in risk management is maximum transparency. Especially with funds of funds, it is often not clear which ultimate assets are in the investor’s portfolio. That is why we have developed an X-Ray functionality that reduces complex bundles of assets to the underlying assets.