Relative Analytica       

  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.

BENEFITS

Key benefits

Multilevel Risk Models

Multilevel integrated risk models allow finer granularity with increased depth for modelling the structural relationships both within and across market segments.

Relative Risk®

Our enterprise portfolio and risk management system is used for risk aggregation, validation, and monitoring of risk. Report risk positions, limit breaches, and stress testing results for regulatory compliance.

Workflows

Clients are able to run multiple tasks within workflows. Tasks include: import user data, calculations, portfolio optimizations, analyses, risk data and workflows.

Monitor and Auditing

Create risk limits and other measures that can be compared and flagged as exceptions. Users can then approve exceptions through a general audit process.