Risk Services

The investor community is increasing demand for more transparent and independent risk reporting. Investment complexity continues to grow, as do the demands for more and more risk information from portfolio managers, compliance and risk officers, boards, regulators and, risk aggregators. To meet these varied and growing demands for risk information, asset managers need a system that:

  • Provides comprehensive coverage across asset classes
  • Has powerful stochastic modeling capabilities
  • Generates a full set of risk analytics including exposures, Monte Carlo simulations, sensitivity and stress tests
  • Provides drill-down into the portfolio, such as asset class, geography, manager and line of business, right down to the holding level
  • Provides configurable reporting
  • Is integrated with the financial reporting platform

SS&C GlobeOp’s Risk Services does all of this, plus much more.

Key Benefits

  • Identifies your risk exposures
  • Enables monitoring of operational risk, market risk, credit risk and individual hedge fund risk
  • Timely, comprehensive, configurable
  • Robust reporting suite
  • Tied to the books and records serving as an additional check
  • Straight-through processing (STP) integrates calculated books, records and risk reporting
  • Answers investors’ what-if questions
  • Provides risk transparency without revealing proprietary information
  • Independent verification provider
  • Scalability

SS&C GlobeOp’s GoRisk™

SS&C GlobeOp’s Risk Services provides the ability to identify risk exposures in a timely, comprehensive and configurable reporting suite.



Other Risk Services Features

Full ASP Service

  • No infrastructure requirements for the client

Fully Integrated: Reduces time to market. Facilitates integrity

  • Straight-through processing (STP) integrates calculated books, records and risk reporting
  • Leverages state-of-the-art proprietary technology: GoRisk, GoBook, GoRec
  • Delivers risk reporting based on the same reconciled trade and position data used to calculate the NAV and P&L for clients on the SS&C GlobeOp platform

Market Data Warehouse: SS&C GlobeOp Terms and Conditions Database for Securities

  • Extensive database of current and historical rates and prices that are sourced and validated by SS&C GlobeOp. Clients can nominate or contribute preferred market data

Scenario Analysis and Stress Testing

  • Historical and ad-hoc market shocks

24-Hour Support

  • Dedicated team of highly-qualified risk professionals provides training and help desk support for risk calculations, the reporting process and risk results verification

Broad Product Coverage across Hedge Funds, Fund of Funds, Managed Account Platforms, Commodity Trading Advisers (CTAs)/Managed Futures, Regulated Fund managers and Their Custodian Banks

  • Vanilla to Exotic Derivatives across asset classes and strategies including: Commodities, Convertibles, Credit, Equity, Fixed Income, Foreign Exchange
  • Hedge Fund Managers
    • Risk analyses across all major strategies
    • Confirmation to investors that agreed investment style, risk profiles and limits are being adhered to, without revealing strategic trades or opportunities
  • Managed Account Platforms
    • Risk oversight to platform operator or investor
    • Aggregated across all accounts into a single, daily report
    • Drilldown to position-level data for greater transparency on individual account holdings to the platform operator or investor as required
  • Funds of Funds
    • Risk data at a granular (strategy or position) or aggregated (fund) level depending on the level of transparency required
    • Managers not on the SS&C GlobeOp platform can provide position files via a secure restricted FTP site
  • Commodity Trading Advisers (CTAs)/Managed Futures
    • Standalone risk analysis and reporting can be combined with SS&C GlobeOp’s front-end offering
    • Straight-through processing of executed orders auto-updates positions in GoRisk® Reports
  • Regulated Fund managers and their Custodian Banks
    • Risk measurement and reporting for UCITS III and 130/30 vehicles
    • Flexible compliance-check monitoring supports risk reporting for complex and non-complex UCITS III funds

Extensive Risk Analytics

  • Position and exposure analysis
  • Risk factor sensitivities (delta, gamma, vega, theta, DV01, CR01)
  • Multi-factor equity model
  • Market beta analysis
  • Extensive and flexible value-at-risk (VaR) analysis and reporting
  • Conditional, incremental and marginal VaR
  • Equity
  • Historical and Monte Carlo simulation
  • Worst loss and expected shortfall measures for incremental VaR
  • Risk factor-based conditional and marginal VaR
  • Marginal and conditional VaR measures for volatility risk factors

Reporting

  • Customized to specific manager or investor requirements
  • Drilldown access to position-level data
  • Delivered daily, weekly or monthly
  • Interactively via OLAP
  • Via secure website
  • In preferred formats across a secure FTP site
  • Via GoTask™, SS&C GlobeOp’s proprietary workflow management tool

Customization

GoRisk® Reports can be customized to a range of requirements, including:

  • Portfolio attributes
  • Pricing models
  • User-contributed market data
  • Risk measures and methodologies
  • Reporting and reporting attributes

Related Resources

Risk Services
A cross-asset and cross-strategy application, GoRisk allows portfolio and risk managers to monitor risk analytics across their trading strategies.