Investment risk analytics

Investment risk measurement capabilities are critical to understanding and managing potentially risky investment exposure, oversight and regulatory obligations. Confidently operate a range of fund types and portfolio strategies at scale using our investment risk analytics solution. You’ll gain access to industry-leading technology, tools and services to help you navigate the increased complexity of new asset types that introduce data management challenges and reporting burdens to your operations.

Market risk platform
Our proprietary ex-ante risk platform, truView®, supports all asset types, including public and private market investments, bringing together firm-wide exposure and transparency for internally and externally managed funds into one easy-to-use platform.

  • Analytics: These include the calculation of security-level market exposures, sensitivity, liquidity measurements, ESG metrics, and risk including value-at-risk, stress testing, backtesting, benchmark correlations, standard deviation, risk contribution, tracking error and style analysis.
  • Reporting: Analytics are delivered within our dynamic user interface, providing easy to use tools, extensive range of measures and aggregations that allow for interactive management and flexible reporting capabilities. Analytics can be configured within online dashboards and exported directly into Excel, PDF or CSV formats. Results are also available through file-based delivery and APIs.

Portfolio and fixed income security analytics
Access our considerable suite of exposure and fixed income analytics delivered directly through file-based delivery and/or APIs. Choose from a vast pre-defined universe and download analytics such as notional and delta notional exposures, durations, DV01, yields, spreads, sensitivities and more.

Liquidity analytics services
Offered as a stand-alone or part of our suite of risk analytics, we provide analyst tools, reporting and a proprietary approach to liquidity risk modelling, including funding and market measures, liquidity coverage ratio, stress testing, liquidity scores, modelled volume, cost and flow indicators, etc. Investment professionals enjoy our full-service engagement model, supporting the reporting and operational calculation efforts of analytics by collecting all market data, security master maintenance, custom mapping, trader overrides and ability to work with internally and externally managed investments sourced from any State Street or third-party accounting system or administrator. Analytics can be configured within online dashboards, exported directly and are also available via file-based delivery and an on-demand reporting module, perfect for immediate bespoke analysis.

Sustainability solutions
Offered as a stand-alone or part of our suite of risk and liquidity analytics, we provide a view into your portfolios through the lens of multiple leading ESG data sets. We offer a centralized data management solution combining robust fund look-through services spanning across numerous sources, deploying several layers of quality control, customized mapping and data loading, reconciliation back to accounting and proactive direct access to third-party vendors. Our reporting tools provide exposure, screening and risk management oversight such as alignment with PAIs, Carbon initiative tracking, CVaR and restricted investment checks. Our clients enjoy the flexibility to dissect across many sets of data, including proprietary scoring modelling. We provide a robust approach at managing and reconciling your data, as well as a team of experts assisting with industry standard reporting obligations such as SFDR, EET, CET, TCFD and others.

Regulatory and industry standard risk reporting services
Our expertise and packaging of appropriate exposure, leverage, liquidity, value-at-risk, stress testing and/or ESG analytics can help you meet your global regulatory and industry standard reporting requirements.

Reporting packages:

  • SEC Derivatives 18f-4
  • SEC Liquidity 22e-4
  • ESMA Risk / Leverage (UCITS, AIFMD)
  • Form PF
  • Money Market Stress Testing for both EU and SEC 2a-7 requirements
  • Solvency II
  • Open Protocol
  • Sustainability Disclosures (SFDR, EET, CET, TCFD)

Look-through and hedge fund transparency services
To assist sourcing of externally managed holdings data, such as hedge funds, private equity, co-mingled or sub-advised assets, our team manages the implementation and ongoing maintenance of the data feed and delivers the appropriate analytics.

The State Street difference

With decades of experience in the industry, our approach to deploying a full-service support model distinguishes our investment risk analytics solution. We source holdings data either from your State Street administration records or external sources. We help our clients in complying with new industry regulations and standards through our comprehensive regulatory programs. Dedicated teams of subject matter experts support the calculation of investment risk analytics across all asset types by collecting, scrubbing and normalizing all market data, maintaining security master, creating data aggregation tags and enriching positions with terms and conditions.

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