Investment risk analytics

Risk management plays an important role by meeting your requirements of a holistic understanding of potentially risky investment exposure and regulatory obligations. Our solution provides you with industry-leading technology, tools and services to support the calculation of robust analytics and flexible reporting packages across a diverse set of stakeholders including risk managers, compliance offices, boards, regulatory bodies, portfolio managers and investors.    

Market risk platform
Our proprietary ex-ante risk platform, truView®, operates across all asset types, including public and private market investments, with the ability to leverage transparency into externally managed funds, ultimately bringing you firm-wide exposure together into one single easy-to-use platform.

  • Analytics: Our analytics include the calculation of security-level market exposures, sensitivity, liquidity measurements, environmental, social and governance (ESG), and risk analytics including VaR, stress testing, backtesting, benchmark correlations, standard deviation, risk contribution, tracking error, and style analysis.
  • Reporting:  Our analytics results are available within our dynamic online reporting interface. The flexibility of the truView® interface and the extensive range of measures and aggregations allow for interactive management and flexible reporting capabilities. Analytics can be configured within online dashboards via, or exported directly into excel, PDF, or CSV formats. Standardized, regulatory or custom reporting packages are also available. 

Portfolio analytics services
You can subscribe to our reporting-only services for a subset of analytics. Portfolio Analytics Services include the calculation of a defined set of analytics or exposures to be delivered directly via file or custom delivery packages.  Exposures might include notional, duration equivalents, delta, counterparty, sector, country, while sensitivities include DV01, Greeks, Key Rate Durations, YTM, OAS and more.

Liquidity analytics services
You can subscribe to our liquidity-only module through the truView® platform. It provides tools and proprietary liquidity risk analytics for investment professionals. The platform includes funding and market measures, liquidity coverage ratio, stress testing, liquidity scores, modeled volume, cost and flow indicators. Our services include a full-service client engagement model, supporting the calculation of analytics by collecting all market data, security master maintenance and integrating with client holdings sourced from any third-party accounting system or administrator.

ESG analytics services
You can subscribe to our ESG-only module that enables you to view your portfolios through the lens of industry-leading third-party ESG data sets including MSCI, Sustainalytics, TruValue Labs, S&P Trucost, Arabesque, and Ideal Ratings. Aggregating multiple E, S, and G data sets provides clients with the breadth, depth and flexibility to align with their reporting goals. We also offer ESG-specific reporting packages to assist you with both regulatory and industry standard reporting obligations such as SFDR, TCFD, etc.

Regulatory and industry standard risk reporting services
You can incrementally subscribe to include the packaging of appropriate exposure, leverage, liquidity, VaR and Stress Testing analytics to meet your global regulatory and industry standard reporting requirements.

We offer reporting packages to help comply with the following regulatory requirements:

  • SEC Derivatives18f-4
  • SEC Liquidity22e-4
  • ESMA Risk / Leverage (UCITS, AIFMD)
  • Form PF
  • Money Market 2a-7
  • Solvency II
  • Open Protocol
  • ESG -EU Disclosures (EET, SFDR) & TCFD, etc.

Transparency services
You can subscribe to our transparency services, which include sourcing of externally managed holdings data. Our solutions includes hedge funds, private equity, co-mingled assets or sub-advised assets. Our team manages the implementation and ongoing maintenance of the data feed and produces analytics required for the services subscribed to. 

Why State Street

With decades of experience in the industry, our approach at deploying a full service support model distinguishes our solution in the investment risk analytics and reporting space. Our holdings data can be sourced either from us or from external sources. Our comprehensive regulatory programs assist you in ensuring compliance with new industry regulations and industry standard insights. Our dedicated data management teams 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.

By the numbers

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