Risk management

Our approach to measuring and appraising performance and risks is based on two principles:

  • high quality consulting support that helps customers in the interpretation of the performance and risk analysis findings and that integrates risk management in the investment process
  • a solid, consistent and flexible process managed internally and integrated with other services we offer to the customer. This enables us to have fully control data and reports

Therefore, we have developed the PAT (Portfolio Advisory Tool) proprietary platform to support the consulting service in regard to portfolio monitoring and risk control and estimate. This choice allows us to have full control over the methodologies endorsed and the due attention to be paid to innovation.

Key services and characteristics

  • Data Analysis Services: We facilitate portfolio reconciliation and the professional management of the databases in order to ensure their quality, that is the key element in risk management services
  • Performance Analysis: We carry out the measuring, contribution and attribution of portfolio profitability and risk with the aid of proprietary models, providing customised reports for managerial and operating roles alike 
  • Risk Analysis: We carry out the breakdown of portfolios by risk factors, estimation of sensitivity and stress testing
  • Advanced Risk Management: Combining the capabilities of the Prometeia Group, we provide the measuring of the ex-ante portfolio risks via advanced methodologies calculating market risk, credit and liquidity

Furthermore, we provide support, both in the risk management process (definition, implementation and control) as well as in the interpretation of the findings and we make online access to our PAT platform available to customers, thus enabling them to browse the portfolios and consult the dedicated reports, via specific profiling.