While Value-at-Risk is a useful tool, it is limited in what information it can provide. IA augments its risk analyses with several tools that stress a client’s portfolio to determine its limitations. Scenarios help replay historically significant or potentially troublesome events and what-if analysis changes portfolio constituents and characteristics.


IA models each client’s portfolio in historically significant time periods and shows how the portfolio would have fared in terms of risk and return. Clients can create their own scenarios by specifying beginning and ending dates or you can choose from our list of precalculated scenarios such as Iraq War in 2003, Stock Market Crash in 2000, Russian Debt Crisis in 1998, or the Fed Tightening/Bond Crash in 1994.

Scenarios can be applied to any part of a portfolio or to the entire portfolio.


Clients can see what happens to the risk and exposure of their portfolio as they change allocations to individual securities, managers, strategies, or any other portfolio grouping. Changes can also be made to volatilities either across the board or individually to securities or portfolio levels, and even correlations can be changed.

This powerful tool allows you to see how your portfolio’s risk profile might change before you take any action.