Efficient data warehousing offers advantages in regulatory compliance, scalability, cost reduction, and decision-making. Our expertise in fund operations and technology supports data warehousing and automated fund monitoring.
It streamlines Risk Data Warehousing by consolidating a variety of data sources into one coherent system, thereby minimizing fragmentation and improving accuracy. Utilizing the latest algorithms and data handling techniques, FundStudio provides a precise but flexible market risk calculation tool. In the realm of Automated Reporting and Dashboarding, it translates complex data sets into clear, actionable insights, presented through user-friendly interfaces. This holistic approach not only simplifies the fund monitoring process but also enables funds to operate more efficiently and stay compliant with regulatory standards.
FundStudio emerges as a comprehensive risk data warehouse, streamlining the consolidation of fragmented fund data.
This integrated solution adeptly gathers, consolidates, and processes vital data such as positions, trades, and static fund information, traditionally housed in different silos.
By automating these processes, FundStudio significantly reduces manual intervention and the risk of human errors, ensuring data quality and operational efficiency
Our solution is crafted for seamless integration with your existing portfolio management systems, trading systems, and third-party administrators, offering a one-stop solution for organizing all your fund data.
Tailored pre-processing can be performed on our end before entering the warehouse, e.g. adjusted exposure calculations.
One of the most widespread tools used by financial institutions to measure market risk is value-at-risk (VaR). Our FundStudio solution empowers you to measure and analyze various risk metrics, such as volatility, VaR, incremental VaR, and conditional VaR (expected shortfall).
The platform offers flexibility and a look-through to positional level metrics. Your own preferred settings (such as confidence level) can be chosen, and you can easily perform calculations on past fund snapshot compositions.
Additionally, FundStudio includes two stress testing frameworks to observe the impact of adverse market conditions on your fund.
The first type is univariate where implied historical market moves are replicated, such as equities drop 10% together with a devaluation of your fund’s currency by 5%. This type of stress testing is in line with the UCITS risk framework
The second type is predictive, which means that historical correlations (and beta’s) are taken into account, and a statistical model estimates the impact on the fund of specified shocks
On top of that, our liquidity integration will allow you to calculate the liquidity of your portfolio, and as well the related costs. This includes liquidity stress testing as per local guidelines.
Finally, it is crucial to keep track of the accuracy of your VaR model. The VaR forecasts are compared to actual movements of the fund’s net asset values. The degree of difference between these two indicates whether the VaR model is underestimating or overestimating risks. The number of breaches is calculated in line with the Basel Traffic Light test, and the significance of the breaches is statistically checked with so-called coverage tests.
FundStudio's dashboarding module, once again, taps into the core data of our system, enhancing it with additional analytics related to positions, P&L, benchmarks, and more. We offer a range of dashboard options, from standard to customized, to meet various needs.
Leveraging movements in net asset value and specific fund benchmarks, FundStudio tracks an extensive array of risk-reward metrics. This includes, but is not limited to, annualized returns, volatility, Sharpe and Sortino ratios, maximum drawdown, alpha, and beta.
Our dashboards provide a clear visualization of asset movements, calculating and displaying entries and exits from positional snapshots. This feature allows for a detailed analysis of both overall fund and individual asset exposures, enriched with relevant market information. Users can further refine these insights using additional data, such as specific strategies or ESG information.
In the world of funds, precision in performance measurement is paramount. FundStudio's capabilities in data consolidation and analysis ensure that different types of exposures and P&L are tracked accurately, providing a reliable basis for exposure and attribution reports.
We offer analytical trade analysis based on executed trades, focusing on positional performance, market performance, and positional profit and loss. This analysis helps in gaining valuable insights into timing and effectiveness of trade entries and exits.
FundStudio is equipped to create customized reports tailored to the specific needs of users. Whether it's Excel reports, email notifications, PDF documents or interactive online dashboards, our platform can generate a variety of report formats to provide an interactive and comprehensive view of your data.
