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Risk and Exposure Analysis
Managing market and operational risks are essential aspects of any alternative investments business. HedgeFacts Analytics is layered over its fully integrated back office database of returns and positions making HedgeFacts a one stop location in a firm for information related to position risks and exposure. Our risk tools are used by allocators monitoring positions with trading advisors, hedge funds estimating their aggregate risk across the portfolio, and institutions providing risk reporting to clients. HedgeFacts provides a combination of active monitoring tools to gauge current pre-defined risks with On-Demand Analytics that helps to extract risk information from the database when required.
Below are some of HedgeFacts Risk and Exposure Analyses:
- Portfolio Value-at-Risk for any account, an advisor, a trading strategy, or a fund
- Decomposition of Value-at-Risk (component) for any position or sector within an account, an advisor, a trading strategy, or a fund
- Red flag reports to identify any advisor or account which exceeds user-specified loss thresholds over any time period (e.g. loses more than one million USD for a week)
- Red flag reports to identify any position held by an advisor or a fund that has a risk value, profit or loss, or notional size exceeding user-specified parameters
- Reports to display a fund exposure to various currencies within the portfolio (including cash balances and unrealized gains/loses)
- Margin to equity and leverage analysis to view as a snapshot or over time, investment products' capital usage
- Liquidity analysis to view and identify positions that represent a significant portion of an overall activity of markets.
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