RiskMetrics for Hedge Funds
RiskMetrics Group is the leading provider of risk management services and solutions to the hedge fund industry. Our ASP solutions
combine comprehensive market data and reference data with proven analytics based on industry-standard methodology and research.
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Issuer-Level Modeling
Granular Views and Model
Transparency
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Comprehensive Scenario Analysis
Custom Stress Testing and
What-if /Pre-trade Analytics
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Multi-Asset Analysis
Complete View of Risk Across
Securities and Portfolios
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Integrated Security Master
Streamlined Portfolio Modeling
and Security Selection
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Benefits of RiskMetrics for Hedge Funds
- Implement the industry-standard RiskMetrics methodology, quantifying VaR,
marginal risk contributions, component risk exposure and sector exposures
through Monte-Carlo, historical or parametric analyses.
- Conduct what-if scenario analysis and stress tests to present you with a
complete picture of risk.
- Perform calculations using historical time series data.
- Perform analysis on asset selection, hedge effectiveness, pairs analysis and
historical market behavior.
- Generate analyses in real time for pre-trade simulations and post-trade
portfolio reporting.
- Integrate credit analysis into your portfolio management framework.
- Identify correlations between positions, strategies, or major market indices.
- Model complex instruments using your own internal price scenarios or
first and second order sensitivities.
RiskMetrics Group solutions are trusted by hedge fund managers
worldwide for internal risk management and to satisfy the ever-increasing
demands from investors for transparency.
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