Portfolio Solutions | Risk Analytics

They are very service-oriented and easy to work with.

UK public sector pension fund

bfinance Risk Analytics enables our clients to track exposures, make more informed investment decisions and improve diversification. The methodology, based on published academic research, has been developed specifically to avoid the pitfalls of purely backward-looking risk analysis, and uses a common library of factors irrespective of asset type or investment style.

The heart of the risk management framework is a proprietary framework developed by Dr. Toby Goodworth and published in the European Journal of Finance in 2003. The approach is based on top-down multi-factor time-series analysis in conjunction with Monte Carlo simulation. Reports provide detailed risk attribution and customised alerts reflecting clients’ specific risk limits, while ongoing risk advisory is also available.