Regulated Fund Managers (UCITS lll, 130/30)
As an independent risk service provider, GlobeOp ® is ideally positioned to support the risk management needs of regulated funds and the most demanding fund managers. GoRisk Report™ provides a comprehensive suite of powerful risk analytics across multiple asset classes. A key strength is its extensive customization capability: 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 Provide (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
Data Management
GoRisk Report™ provides the data management required to
perform accurate risk analysis:
- Built-in integration of trade information for clients using GlobeOp’s middle and back-office services
- Application programming interface (API) simplifies trade information integration, including some third-party systems
- Maintenance of comprehensive data bases including emerging
markets coverage
- term & condition database (static data)
- rate & price database (current and historical)
- API enables 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
- Real-time risk reports available
- 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
