Multi-Asset Class Risk
With our multi-asset class risk solution, you’ll find portfolio analytics across multiple investible asset classes — from equity and fixed income to complex structured credit products. You can stress test key risk measures, such as liquidity ratios, under various market conditions or using historical events. By partnering with our experienced client service team, you’ll be supported by risk consultants at every stage of the risk measurement and monitoring process.
You’ll have access to our full end-to-end service — from data management, processing and exception handling, through to custom reporting. We collect position-level data from our custody and accounting platforms, third-party administrators or custodians and market data vendors. And we can incorporate liability cash flows for pension plans, so you’ll have a holistic view of the investment risk within those plans.
Our multi-asset class performance analytics solution integrates performance with risk using a common set of data so you can view results side by side. It calculates performance measures to illustrate your investment portfolio’s return profile. And the performance results will reference and incorporate transaction-based returns, where applicable.
Performance is calculated on position-based investment data, rather than the traditional method of using transaction-based data. But our solution will also reference the transaction-based and NAV-to-NAV returns, where appropriate, to explain the top-level return at a more granular level.