Fund of Fund Managers
GoRisk Report™ provides a comprehensive suite of powerful risk analytics across multiple asset classes, designed to address the most demanding, diverse institutional risk management requirements. A key strength is the extensive customization it offers: users can specify historical scenarios, sensitivities, statistics (new beta, new average volume, etc,), stress tests and Value at Risk (VaR) parameters.
A Comprehensive ASP Service
The application service provider (ASP) nature of GoRisk Report
provides clients with faster time to market and significant cost
efficiencies
- Secure internet access worldwide
- No hardware requirements - calculations performed at GlobeOp
- No maintenance requirements - data managed by GlobeOp
- Fast implementation – training and trade integration support provided
- Support - an in-house team of highly qualified risk management professionals.
Position Data Acquisition
GoRisk Report acquires position data by leveraging its connectivity
to multiple third parties:
- Established links for position data transfer with prime brokers, administrators and third party systems
- Comprehensive application programming interface (API) simplifies trade information integration with new position data sources. Integration performed by GlobeOp
- Confidential client information can be protected by acquiring position level information but reporting only at an aggregated level.
Market Data Management
GoRisk Report provides data management required to perform accurate
risk analysis:
- Maintenance of comprehensive data bases including emerging
markets coverage
- term & condition database (static data)
- rate & price database (current and historical)
- API enables the integration of client market data.
Functionality
GoRisk Report's comprehensive and flexible suite of analytics
includes:
- Position level information and statistics e.g. betas, gross exposure, leverage, liquidity measures, net exposure, volatility, volume
- Complete set of sensitivity measures e.g. delta, gamma, vega, theta, rho, DV01, C-DV01, DVRECOV, buckets
- Exposure to multi-factor models
- Historical scenarios
- Comprehensive stress testing capabilities enable simultaneous shocks to multiple risk factors using advanced logical rules
- VaR analysis e.g. delta-normal, historical simulation,
Monte-Carlo simulation
- Fully customizable e.g. confidence interval, horizon
- Betas, correlation, expected shortfall, expected loss, incremental VaR, marginal VaR, risk factor- based marginal & conditional VaR, standard deviation, VaR, worst loss
- Drillable e.g. VaR by strategy or currency or position.
Risk Application
To exploit the rich set of analytics provided in GoRisk
Reports™, the user is given access to a flexible risk
application:
- Web-based
- Rich reporting capabilities including on-the-fly report definition, drilldown, slicing and dicing
- Management reports e.g. user-defined dashboard reports and limit reports
- What-If analysis, i.e. impact of potential trades on any risk analysis
- Comprehensive export capabilities: email, Excel, File, FTP, PDF, scheduling.
