Cross Asset Class Risk Monitoring

  • Help hedge fund managers monitor cross asset market correlations & risk

Assist with Preparation for Investor Due Diligence

  • Review of all marketing collateral and in person Q&A preparation

Customized Solutions/Projects

  • Provide high touch, high value added customized solutions

Portfolio Construction

  • Ongoing monitoring of portfolio balance across fundamental & technical factors

  • Recommendations of potential hedges

  • Optimal risk & capital allocations across strategies

  • Quantitative & qualitative approaches to maximize your Risk Adjusted Return

  • How much leverage should the portfolio run?

  • Matching portfolio liquidity to investor liquidity

Third Party Risk System Selection and/or Implementation

  • Ongoing monitoring of portfolio balance across fundamental & technical factors

  • Recommendations of potential hedges

  • Optimal risk & capital allocations across strategies

  • Quantitative & qualitative approaches to maximize your Risk Adjusted Return

  • How much leverage should the portfolio run?

  • Matching portfolio liquidity to investor liquidity

Portfolio Risk Management

  • Help hedge fund managers build and maintain world class risk management processes and infrastructure on an in-house or outsourced basis

  • Help hedge fund managers better understand portfolio risks, both intended and unintended

  • Ongoing qualitative review of risk profile: Is there too much/not enough portfolio risk?

  • Risk decomposition at position and portfolio level by risk factor & Value at Risk (“VaR”); VaR decomposition & Marginal Contribution to Risk analysis

  • Beta, correlation, & volatility; beta decomposition analysis

  • Stress tests and scenario analysis

  • Liquidity/Turnover analysis

  • Design best-in-class reports for internal and external users

Risk Advisory Services