Risk Analytics

Risk analysis is a vital tool for the proper identification and management of market risks. Linedata Global Hedge has open APIs which enable integration of portfolio data with your chosen risk solution. What’s more, Linedata has partnered with Riskdata to provide a range of services for Linedata Global Hedge clients, such as daily risk reporting, interactive risk monitoring and pre-trade risk simulation:

“Plug-and-play” Daily Risk Reporting: Riskdata’s reporting module is integrated into Linedata. Users can immediately access a daily risk reporting service. They can implement the most stringent risk-management and regulatory procedures without the need for costly integration projects.

Interactive Risk Monitoring: On a trade-by-trade basis, with no latency, risk officers and principals can monitor portfolio risk according to a broad range of metrics and interactively drill down risk concentrations by relevant classifiers. There is the ability to detect hot spots on time, even in highly turbulent markets. Problems can be rectified with just a few quick clicks.

Pre-trade Risk Simulation: Portfolio managers can instantaneously evaluate the impact of new trades or strategies on their aggregated risk, accounting for all correlations and pay-offs, however sophisticated and ensuring compliance with investment guidelines even under rapidly-changing market conditions.

Key Features
  • Cross-asset class, encompassing a broad range of derivatives.
  • Broad range of risk indicators: Value-at-Risk, CVaR, stress tests, crisis simulation, greeks.
  • Monte-Carlo & Stress scenarios with full reevaluation.
  • Risk attributions across all relevant classifiers for each fund style.
  • Risk historization for back-testing.
  • What-if trade scenarios in a fraction of a second.
  • Risk reporting on UCITS and other regulatory directives.