Comprehensive portfolio risk management software.
StarQube's Portfolio Risk Management platform provides institutional-grade risk modeling and monitoring capabilities, enabling portfolio managers to understand, measure, and control risk exposure across their investment strategies.
The solution offers multiple approaches to risk modeling, each with unique advantages that can be combined within the same model. A user-friendly interface makes sophisticated risk modeling accessible while providing the flexibility experts demand.
Once risk models are configured, they can be shared securely with other teams and used across the platform, for portfolio analysis, backtesting or optimization purposes.
- Fundamental factors: specify explanatory variables to calculate and analyze portfolio risk using historical relationships with indices, macro-financial variables, and other risk exposures.
- Statistical factors: data-driven risk modeling (PCA) that identifies the most significant risk factors without prior assumptions, revealing risk concentration and hidden correlations.
- Hybrid combination: unique capability to combine different risk modeling approaches within a single model, using fundamental factors to understand exposures and PCA to capture non-identified risks.
