Benefits
Portfolio Construction and Risk Management for Fund Managers meets the diverse requirements of portfolio managers, traders, risk managers and quants who require an accurate, real-time view of risk in support of intelligent risk taking and business growth.
Increases investment returns
An integrated risk architecture, together with an advanced, scenario-based framework, enables risk managers to pursue more fully informed, proactive business decisions thereby mitigating unexpected losses and maximizing returns.
Provides greater transparency to support investment decisions
Using a consistent and asset-neutral risk methodology, firms are able to dynamically identify concentrations of risk categorized by risk factor, strategy and portfolio grouping. Firms may also view information at the enterprise level or at the position level, and use trend analyses to highlight strategy drift, historical limit breach and overall risk profile over time.
Provides real-time portfolio and risk analytics
Real-time portfolio analytics, exposure management capabilities and risk analytics are delivered to the front office via a user-friendly, web-enabled interface. Risk profiles can be updated throughout the day to ensure there is always an accurate picture of risk, which allows users to assess the impact of a new deal on a portfolio's existing risk profile.
Integrates the front and middle office
By leveraging a single enterprise risk framework, firms are able to address both front- and middle-office information requirements. A customizable reporting interface can be used to meet the needs of multiple groups including portfolio managers, risk managers and senior officers.
Adapts to evolving business requirements
Respond quickly to the incorporation of new asset classes, business lines, investment strategies and risk methodologies with the support of a highly scalable, client-server architecture, designed to address the needs of multiple user groups within financial institutions.
Reduces total cost of ownership
Using a common software architecture across both the front and the middle office simplifies a firm's overall IT infrastructure, while proven data integration and instrument modeling techniques lower data acquisition costs, implementation time and overall system support costs.
Related Downloads
The Replication Game
How ING put together a portfolio replication and economic capital calculation system for its global insurance business within two years.
Life & Pensions, April 2007. *Reproduced with permission
Clive Davidson
Portfolio Construction and Risk Management for Fund Managers Brochure
Algo Risk Fact Sheet
Integrated risk management and portfolio modeling for the enterprise.
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Life & Pensions Awards
Tom Wilson of ING brings in central standardized replicating portfolio across 30 plus countries
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