Performance & Risk Analysis

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.

 

Data Analysis Services

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.

 

Performance Measurement & Attribution

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 alike.

 

Mutual funds and investment mandates analysis

We provide timely monitoring of mutual funds and investment mandates through quantitative proprietary models of performance and risk analysis (ISP).

 

Risk Analysis

We carry out the breakdown of portfolios by risk factors, as a basis for estimating risk factor sensitivities and performing portfolio stress testing.

  1. Strategic Asset Allocation
  2. Tactical asset allocation
  3. Performance & Risk Analysis
  4. ALM
  5. Selection Process
  6. Risk Management
  7. Investment Process Engineering
  8. Order routing