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Risk

PORTFOLIO RISK MANAGEMENT SOFTWARE

Investment risk management tools are integrated into the workflows of the Limina Investment Management System. A wide range of analytics and risk numbers are available not only as T+1 reports but also embedded in real-time into order-raising workflows and in the pre-trade compliance software.

You can reduce operational risk and enhance market risk visibility with portfolio analytics software as an integrated part of your investment operations platform.

EXPOSURES
Net, Gross, Delta-adjusted and more.
SENSITIVITIES
Greeks, CS01, DV01, Duration, Convexity and more.
Stress tests
Correlated shocks, historical scenarios and market shocks
VALUE-AT-RISK
VaR with flexible calculation settings
EMBEDDED THROUGHOUT THE TRADING LIFECYCLE

INVESTMENT RISK MANAGEMENT SOFTWARE

Portfolio risk management is increasingly a pre-trade concern, aiding your investment decisions. Investment managers can strengthen oversight and governance by embedding these capabilities within pre-trade compliance and the Portfolio Management Software, and elevate their risk management capabilities.
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POWERED BY AXIOMA

BEST-IN-CLASS PORTFOLIO RISK MANAGEMENT SOFTWARE

Through our partnership with Axioma, you can leverage the sophisticated Axioma Risk solutions to assess and improve your investment strategy. Capabilities include:

  • A suite of risk analytics tailored to meet portfolio and asset class-specific risk measurement needs
  • Flexible Factor Modelling:
    • Full repricing with Historical and Monte Carlo simulations for risk measurement
    • Axioma factor models available for risk decomposition across equities, fixed income (both interest and credit), commodities, macroeconomic factors
  • A sophisticated stress-testing framework
Risk

A TURNKEY INVESTMENT RISK MANAGEMENT SOLUTION

Delivered as an embedded offering, Limina seamlessly feeds quality-controlled IBOR data into the Axioma solution - providing several key benefits that can otherwise be challenges for standalone solutions:

  • Confidence that the investment portfolio data used for risk is of high quality (correct, complete and timely)
  • Fewer vendor relationships to manage (supported by Limina)
  • Quick to get started since no additional integrations are needed
Read more about what Limina is doing to help Asset Managers overcome fragmented workflows.
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INTEGRATIONS WITH YOUR PORTFOLIO RISK TOOL OF CHOICE

Beyond Axioma Risk, Limina also has pre-built integrations to 3rd-party investment risk management platforms you might already have in place. Such integrations include Bloomberg PORT & MARS, UBS Delta, and more.

CURIOUS TO LEARN MORE?

Don't hesitate to get in touch - the team at Limina is happy to advise on any questions you may have about the product and how it can fit into your landscape and support your target operating model.

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FURTHER READING

LIMINA IMS - PRODUCT AREAS