Opturo has developed a suite of ex-ante market risk products to enable comprehensive and effective risk management within any investment firm.
The products can be configured to perform detailed risk analysis using multiple third party or in-house factor based risk models. Clients have the options to assess ex-ante risk characteristics of a fund according to multiple risk models. The products allow point-in-time and time-series risk assessments. With time-series risk assessment clients can capture historical risk trends, while providing valuable insight and analysis into the management of the fund.
ODIN: Risk Assessment Manager
Opturo® Desktop for Investments (ODIN) offers Risk Assessment Manager, a low-latency web-based in-house portfolio risk assessment solution that significantly reduces the costs of analyzing portfolio risk. It has the design flexibility to decompose and analyze the risk in a manner specifically appropriate to each investment process, providing important answers to the firm and assurance to its investors.
THE OPTURO ADVANTAGE:
- Point-in-time Risk Assessment: Analyze risk characteristics of a fund at a current or past date.
- Time-series Risk Assessment: Analyze risk trends for a fund. For instance, view changes in exposure, tracking error, Beta, etc. through time.
- Multiple Risk Models: Flexibility to integrate to all third-party (Northfield®, Barra®, APT®, etc.) and in-house factor-based Risk Models. Analyze and compare a portfolio’s risk characteristics according to multiple models.
- Cascading Drill-down Risk Analysis: Drill-down capability to the instrument level across multiple segments to analyze weight, market value and Beta exposures.
- Impact Attribution & Analysis: Decompose changes in risk due to trade and model impact.
- Alternative Strategies: Comprehensive support for both long only and alternative strategies including market neutral and 130/30.
- Rapid Deployment: Leverages our proprietary plug & play technology to offer a quick and cost efficient implementation.
VIA: Risk Assessment
Virtual Investment Analytics (VIA) offers Risk Assessment, the industry's first plug & play risk reporting platform. Clients can have a comprehensive in-house risk reporting capability in place in a matter of days instead of weeks or months. Generated risk analytics data can be exported to a variety of sources including data warehouses (Oracle, Sybase etc.), Excel, Text, HTML and to custom reports.
THE OPTURO ADVANTAGE:
- Point-in-time Risk Assessment: Analyze risk characteristics of a fund at a current or past date.
- Time-series Risk Assessment: Analyze risk trends for a fund. For instance, view changes in exposure, tracking error, Beta, etc. through time.
- Flexible: Clients can customize the risk system to their specifications.
- Multiple Risk Models: Flexibility to integrate to all third-party (Northfield®, Barra®, APT®, etc.) and in-house factor-based Risk Models. Analyze and compare a portfolio’s risk characteristics according to multiple models.
- Cascading Drill-down Risk Analysis: Drill-down capability to the instrument level across multiple segments to analyze weight, market value and Beta exposures.
- Impact Attribution & Analysis: Decompose changes in risk due to trade and model impact.
- Alternative Strategies: Comprehensive support for both long only and alternative strategies including market neutral and 130/30.
- Industry's First Plug & Play Implementation: Innovative architecture offers the rapid deployment of the risk system with little or no implementation costs.
