Risk Services

Risk Management has skyrocketed to the forefront of the investment management industry, and it is more critical now than ever to have confidence in your Risk Management systems, data and reports.  

Today, you need more than Risk Management - You need Risk Intelligence.

Investor Analytics provides the Risk Intelligence you need to protect your investments, understand the impact of market swings, and provide your investors with measurable confidence in your portfolio’s risk profile.

Risk fundamentals

See all of the industry standard Risk Analytics: Exposures, Correlations, Sensitivities, Expected Tail Loss, Value-at-Risk, Extreme Value Theory, DV01, Delta-Gamma, and more.

Advanced analyses

Delve deeper to understand your portfolio’s risks with Historical Simulations, Market Stress Analyses, Principal Component Analysis, Optimization, Monte Carlo, and Efficient Frontier Analysis.

Reports organized the way you want them

IA’s proprietary reporting [1] engine is more versatile than any other analysis tool [2]. View results by strategy, manager, asset class, industry, currency, theme, or your custom tag.

Non-linear and dynamic analyses for more realistic simulations

IA uses advanced techniques including non-linear regressions, lagged return analysis, exponential and logarithmic interpolations, multivariate market shocks, and revaluations in our simulations.

Stress tests [3]

Know how your fund will react to any scenario. Simulate historical and hypothetical market movements for each part of your portfolio.

Risk factor decomposition

We perform a proprietary multi-pass, non-linear stepwise regression analysis to identify the basket of factors that best fits the returns of your portfolio. We then incorporate your qualitative input to create simulations that are as accurate as possible.

Historical scenarios

Pick any time period, and see how your portfolio would respond if history repeated itself. You’ll see results for every level of your portfolio.