Relative Risk       

Relative Risk®

Relative Risk® is an enterprise portfolio and risk management system that can be used either on-premise or online.

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.

A multilevel integrated statistical factor approach

Multilevel integrated risk models are built with a multilevel-integrated statistical factor approach. This approach allows finer granularity with increased depth for modelling the structural relationships both within and across asset classes.

A sample of available displays

A sample of available displays in Relative Risk® are displayed below.

Value at Risk


Expected Shortfall


Horizon Analysis