Risk Management

Knowing how to move requires knowing where you stand

Any portfolio managed through multiple managers should be checked on risk exposure across all managers rather than just monitoring the risks of each separate manager. That is reflected in our client reporting:

• Forward looking; a proprietary Value-at-Risk model breaks down the risk of a client’s portfolio across different characteristics such as market risk, interest rate exposure, currency exposure, etc.
• Backward looking; reporting over the results of the last month, a Performance Attribution system breaks down performance of a portfolio to show where performance has been made and lost.