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Our Solutions and Services
- MS Excel - based implementations of modern quantiative risk management techniques
- Internal and external training sessions on advanced topics related to investment performance & risk
- Risk budgeting for institutional investors, internal risk control for asset managers
- Risk management requirements for mutual funds in Europe (UCITS, KAG)
- Performance calculation methodologies (performance attributions, TWR/MWR) & presentation standards (GIPS), certification/verification of return figures, performance and risk reporting
- Independent opinion on realized investment performance & risk for private individuals and institutions
- Portfolio construction and asset allocation techniques "beyond Markowitz" with non-normal distributions, non-linear dependence structures and realistic investor preferences based on complex risk preferences
- Independent model risk assessments
- Independent analysis and certification of backtests and model portfolios.
- Gap analysis / evaluation of performance & risk management software, external advisor / steering committee member in internal software projects
- Enhancing investment decision making processes with insights from Behavioural Finance research
- Advisory board membership
- Applied financial market research
- Web 2.0 (social networting, forums, blogging and similar) for financial services providers
- Design and implementation of small- to mid-sized websites for financial services providers.
Contact us for more information or to discuss your specific needs.