Our approach to measuring and appraising performance and risks is based on two principles: high quality consulting support and a solid, consistent and flexible process.
We acknowledge the quality of data as a
key element in risk management services; we therefore carry out the
reconciliation of portfolio data and the professional management of market data.
On the basis of proprietary quantitative
models, we produce profitability and risk analyses, as well as the absolute
(contribution) and relative to the benchmark (attribution) performance and
risk, providing customized reports for managerial and operating roles
We provide timely monitoring of mutual
funds and investment mandates through quantitative proprietary models of
performance and risk analysis (ISP).
We carry out the breakdown of portfolios
by risk factors, as a basis for estimating risk factor sensitivities and
performing portfolio stress testing.