The Problem –
What is the max loss of the portfolio for a 1-month period?
Which securities are contributing to the portfolio risk?
How much will we lose/gain if we have a 2007 like crash again?
What is my exposure to a specific country/sector/asset class?
What is the portfolio’s true exposure?
What is the manager’s value add?
How is the portfolio doing compared to the policy index?
A good ‘Portfolio Insights’ solution not only provides the ability to present the necessary analytics but also helps answer some of the ‘What-If’ questions to get a deeper analysis for Risk/Portfolio manager.
Key analytics necessary for answering above includes but not limited to below list.
A next level analysis of the portfolio will interpret basics using NLP leaving the complex ones to the manager.