Investment & Portfolio Risk Management
Portfolio risk management is increasingly a pre-trade concern. By embedding investment and portfolio risk analytics within pre-trade compliance and portfolio manager workflows, firms can elevate their risk management capabilities and strengthen oversight and governance.
Limina’s performance attribution, performance contribution and risk management solution offer integrated workflows with the entire Investment Management Platform. This enables a reduced operational risk and better visibility on investment risk at the same time.
A turnkey, best-in-class solution powered by Qontigo
Through our partnership with Qontigo, you can leverage the sophisticated Axioma Risk and performance attribution solutions to assess and improve your investment strategy. Capabilities include:
- A suite of risk analytics tailored to meet portfolio and asset 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
- Flexible performance attribution:
- Factor-based or Brinson-style attribution, allowing you to choose the approach that is most relevant to your investment style.
- Ability to evaluate returns on a risk-adjusted basis, providing additional insight into your portfolio’s performance relative to risks.
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 in that the portfolio data used for risk and performance attribution 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
We started our mission in 2014 with a blank canvas and a set of principles that we believe are critical for how an investment management solution (IMS) should be built and delivered:
The choice of IMS should not dictate which other providers you can use. We design our platform to be 3rd party-agnostic and embrace connectivity. In doing so, you can design the optimal operating model for your firm and give front office the workflows they need to deliver alpha.
Being able to trust the data in the system is equally paramount for Front Office decisions as well as governance processes. Your team shouldn’t have to spend valuable time tracking down potential issues; issues should be found and flagged automatically.
SUPPORTED BY PEOPLE THAT UNDERSTAND YOU
Our Product and Client Relations teams work closely with you and act as an extension of your own team. Our solutions are there to empower users, to make every day at work a bit easier.
An IMS should be cross-asset and facilitate holistic workflows, to allow for proper oversight and controls including portfolio compliance. With an open IMS at the core, asset-class specific capabilities such as analytics and execution can be integrated into the workflows.