RISK ANALYTICS
Look-Through Analysis
Conducting portfolio analysis by examining the underlying securities held by funds and derivatives can help better understand the potential impact on holdings for analytics such as exposure and risk compared to only considering the holdings at the portfolio level.
Overview
Portfolios can hold individual securities,derivatives of those securities and/or funds that can in turn hold the same securities.
The analysis helps understand the actual exposure to all the securities (without funds/derivatives) to ensure portfolio is properly positioned and/or for risk tolerance per investment policy
Key Features
Analysis at both Position and Security level for look through
If underlying securites are not available for the funds held in the portfolio then the position level info is carried through for the look through analysis
Look-through Analysis Screenshots
View result screens for Look-through Analysis
Look-through Analysis Demo
Demo viewing of Look-through results
FAQ
Here are some answers to Frequently Asked Questions.
Can we run Look-through calculations in real-time?
Yes.
All risk calculations can be run by users using user interface and calculation results can be viewed using web user interface.
Calculations are not batched and are run as and when requests are made.
System scales the number of engines required dynamically as volume of requests increase and the number of engines are brought down if no requests are pending thus enabling pay-per-use business model.