Relative Risk       
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Our Belief

We believe that financial markets are segmented, and require different models at different levels. Our multilevel integrated risk models create structural links between the segmented equity, and currency, risk models. This approach allows finer granularity with increased depth for modelling the structural relationships both within and across market segments. The risk models are supported with an enterprise portfolio and risk management system, which can be used either on-premise or online.

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  Relative Risk®

Our enterprise portfolio and risk management system is used for risk aggregation, validation, monitoring of risk and full audit capability. Report risk positions, limit breaches, and stress testing results for regulatory compliance. Clients are able to run multiple tasks within workflows. Tasks include: import user data, perform calculations, portfolio optimizations, analyses, risk model data and other workflows.

  Monitor and Auditing

Create risk limits and other measures that can be compared and flagged as exceptions. Users can subsequently approve exceptions through a general audit process. This creates a systematic framework to evaluate the effectiveness of risk management, control and governance processes.

  Multilevel Risk Models

Multilevel integrated risk models are built with a multilevel-integrated statistical factor approach for global equities and over 150 currencies. Each segmented, and integrated, risk model is built with robust, and dynamic, statistical models. The risk models are produced monthly, with optional weekly volatility updates.

  Partners