Successful investment management relies upon solid processes
The OpenMetrics® RiskMonitor report incorporates a rich set of risk analytics, covering basically all relevant perspectives for risk/investment managers. Every report is customized, the reporting frequency is monthly, weekly or daily.
Exhaustive Risk Report: Advanced univariate and multivariate custom risk analyses.
Dynamic Hedging: Risk management overlays based upon OpenMetrics® risk indicators, providing excellent timing and hedging ratios.
Dynamic Portfolio Management: The portfolio weights are optimized depending on market regimes, other objectives and constraints can be included.
Investors and investment managers benefit from advanced risk reporting via SaaS and attractive subscription models.
PORTFOLIO MANAGER WORKBENCH
The process of strategic and tactical asset allocation (STAA) represents a complex process, which typically requires a large number of iterations. Interactive STAA, is based on 4 main steps:
I. Data Acquisition and Visualization
II. Returns & Covariance Estimation
III. Strategic Asset Allocation & Portfolio Design
The delivery format is as SaaS (Software as a Service) in a private or public cloud, all services can be consumed via a browser based interface.
The STAA framework is capable of speeding-up the allocation process and incorporates a comprehensive visualization of the solution space and expected results.