Risk Compliance Analytics

Risk analytics and reporting

StatPro Revolution is the culmination of the breadth and depth of StatPro’s incredible expertise in portfolio analytics and reporting. Building upon expertise and methodologies developed during years of creating award winning risk measurement products, StatPro Revolution enables client’s to demonstrate their ability to manage risk across multiple asset classes. StatPro Revolution provides fast and flexible risk reporting with extended asset class coverage to enable a more transparent illustration of risk exposure and value at risk. Powered by the cloud and a stateless API ensures unmatched computational performance. The multi-asset class risk model covers hundreds of pricing functions, ranging from plain vanilla instruments to exotic derivatives. 

Complete set of absolute risk metrics at portfolio and single asset level

  • Absolute Risk metrics, such as: VaR, expected shortfall, potential gain, expected upside, expected Volatility available at single asset and portfolio level

Complete set of relative risk metrics Vs benchmark or liabilities at portfolio and single asset level

  • Relative Risk metrics against benchmark, such as: relative VaR, relative expected shortfall, relative potential gain, relative expected upside, expected tracking error available at single asset and portfolio level
  • Capacity to create portfolios of liabilities with support of inflation capitalization
  • Comprehensive sensitivity analysis provides insights on hedging effectiveness

Wide array of absolute relative stress tests offering three different methodologies

  • Historical scenarios re-price your portfolios after the underlying risk factors are shocked by the scenario’s historical changes
  • User-defined stress tests let the user input the shocks to the underlying risk factors and simulate the impact on portfolio P&L accordingly
  • Innovative predictive stress test scenarios based on Kalman Filter, helps you understand the local structure of correlation to provide a more accurate assessment of your expected portfolio P&L if a certain risk factor is shocked by a user-defined amount

Risk simulation framework, on demand stress testing and sensitivity analysis – new

  • Create risk simulations based on changes or exclusions to individual holdings or sector weights
  • Dedicated stress test dashboard showing absolute and relative impacts on the portfolio at return and monetary levels
  • Dedicated sensitivity analysis dashboard showing impacts of pre-determined factors such as interest rates, credit, inflation and FX rates

Find out more

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Want to see StatPro Revolution in action? Request your 1-2-1 demonstration and one of our product specialists will be in touch.

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StatPro Revolution Risk Dashboard

Portfolio Analytics Liquidity Risk Dashboard in StatPro Revolution

Liquidity Risk dashboard in StatPro Revolution

Relative Risk

StatPro Revolution – Relative Risk

StatPro Revolution – Risk Simulation