Mission & needs
The mission of risk managers is to quantify, break down and control the risk of the portfolios they cover.
To do this, they rely on risk models that define:
The nature
of the risk under consideration (absolute or relative to a benchmark)
The historical depth
frequency and calculation method of returns used to quantify risk
The method(s)
used to calculate the overall risk of the portfolio, considering the correlations between its constituent assets. The risk can take into account exposure factors, be calculated from historical regressions on predetermined explanatory variables, and/or be the result of a principal component analysis
What StarQube offers
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A module for building risk models by simple parameterization -
The unique possibility of choosing, or even combining, several methods for calculating the overall risk of the portfolio by using exposure factors, historical regressions, or principal component analysis
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The possibility of analyzing the same portfolio through the scrutiny of several risk models, including third party risk models.
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A range of mathematical tools to strengthen the robustness of risk models in order to accurately reflect the intuitions of the risk manager
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The ability to save risk models as objects and share them with the relevant people or teams
Recommended package
SQ Qube
The hard core of the SQ platform
SQ Risk Modeler
SQ portfolio risk analysis module
