ModelAlpha - Active Risk Management Solution


ModelAlpha solution simplifies setting up firm specific risk management system. Risk Managers can rapidly build a customized risk management process by using ModelAlpha’s pre-built industry standard risk models, analytics and real time data solution. Learn more at: https://modelalpha.com

  1. Comprehensive Risk Infrastructure customizable to your strategies.

    1. ​Real Time Monitoring, Equity Factor Investing, Stress testing, VaR, Volatility and Options modeling.

    2. Easy Investor Relations web portal. Support for shadow NAV, multi-level transparency and risk reporting.

  2. Fully managed solution with full isolation of proprietary data.

  3. Full control where your proprietary data resides while taking advantages of a cloud service.

  4. Ready to use right away with simplified data licenses.

CTA

Our private cloud based service delivers you an institutional portfolio risk management system. Our service is comprehensive, customizable, real time and ready to use right away.

Available Features
FeatureDescription
   
1Real Time Portfolio AggregationsAlways access the latest and greatest portfolio aggregated across all desks, accounts and custodians.
2Real Time Risk ExposuresUp to date risk exposures at your finger tip.
3EoD VaRValue At Risk reports at all groupings and levels.
4Scenario AnalysisApply various shocks and anlyse the impact.
5Real Time Portfolio Optimization and Re-sizingPeriodically optimize portfolio to reduce risk. Size new trades based on risk.
6Margin ManagementManage margins easily.
7Trade and Position ReconciliationReconcile with multiple prime brokers.
8Real Time Signals and EventsCreate and monitor market signals and events.
9Excel InterfaceEasy access to portfolio and other data in your spreadsheets
10Investor ReportingReport easily and securily to investors.
11Real Time Volatility curve and greek riskUse real time volatility curves and override fit curves where necessary.
12Real Time Custom AnalyticsEasily create your own analytics using Python and R.
13Custom ParametersInput your betas, volatilities and interest rate curves.
14Custom portfolio organizationManage portfolio across strategies, desks and traders.
15Internal trade transfersTrade internally across desks.
16Risk LimitsSetup risk limits on traders and strategies.
17Intraday Email reportsGenerate email reports intraday and at certain events.