Risk & Analytics

Monitor, Analyze, Manage

FM3 supports firm wide risk and analytics areas including investment and portfolio, counterparty and collateral, operational and compliance. Together with portfolio valuation and NAV production, FM3 risk and analytics data drives investor transparency, performance, regulatory, and custom client reports. It supports exposure analysis and risk measurement. FM3 values portfolios across all asset classes from simple derivatives to structured products and fully supports the unique attributes of hedge funds and private equity funds.

FM3 features a comprehensive suite of performance analytics, risk measurement and portfolio construction tools for positions based risk and exposure monitoring alongside post-valuation returns based reporting. Our interactive portfolio analytics module provides fund managers with a range of quantitative analysis tools.

Performance Analytics

  • Advanced analytics and valuation tools for derivatives and complex portfolios
  • Performance analysis and attribution
  • Return and risk statistics
  • Risk/reward analysis
  • Benchmark analysis

Risk Measurement

  • VaR & ETL estimation
  • Risk aggregation
  • Positions and returns based risk
  • Correlations and betas
  • Multi-factor analysis
  • Exposures and sensitivities
  • Risk attribution
  • Risk decomposition
  • Benchmark risk

Risk Management

  • Liquidity and counterparty management
  • Stress testing
  • Scenario analysis
  • Risk compliance

Analytics Reporting

  • Portfolio and investor performance risk and return reporting
  • Dashboard risk analytics and risk reporting
  • Custom client reports
  • Fund transparency including OPERA based reporting