By Business Need

Risk & Performance

Today’s global markets are complex and dynamic. You need to control risk and effectively manage performance in order to limit your downside risk, comply with new regulations, and satisfy investor demand for transparency. We help you understand the factors driving your performance and risk with real-time and end-of-day risk and performance management tools. Advanced risk models and tools help you effectively measure, manage, and monitor risk in accordance with your established risk profile and exposure limits. Additionally, our reporting capabilities help you satisfy investor demand for increased transparency through efficient presentation of your key portfolio statistics. 


  • Analyze and report on your historical
    risk and performance

  • Monitor your exposure and P&L

  • Report on Value at Risk (VaR)
    and exposure history

  • Evaluate counterparty and currency exposure risk

  • Create branded risk and performance reports
    for your investors

Key Benefits

  • Analyze real-time and historical exposure to different countries, sectors, and instruments
  • Understand your Value-At-Risk, helping you make informed investment decisions
  • Analyze how your portfolio will behave under different scenarios 
  • Evaluate the effectiveness of your derivative strategies
  • Produce complete risk and performance reports for both internal and external parties
  • Integrate risk checks with compliance rules for more effective control and monitoring
  • Evaluate the impact of a trade on portfolio risk ex-ante before executing the trade
  • Get a multi-dimensional view of your historical performance returns
  • Communicate with investors with clear and easy-to-consume risk and performance reporting
  • Calculate prices and analytics for OTC instruments 

Key Features

Risk Management

  • View advanced risk metrics like market betas, options sensitivities, and Value At Risk (VaR), and define their parameters
  • Measure delta- and beta-adjusted exposures
  • Perform what-if analysis on specific trades and evaluate ex-ante their impact on your portfolio risk 
  • Compare portfolio and benchmark risk
  • Integrate risk with real-time compliance


Risk & Valuation Models

  • Value securities using a variety of industry-standard models such as Black-Scholes and Cox-Ross-Rubinstein
  • Build factor models based on a portfolio’s unique characteristics

Performance Analysis

  • Analyze returns, attribution, contribution, P&L, and exposure over a range of time horizons
  • Aggregate returns by region, country, GICS industry, market cap, sector, and rating
  • Drill down into performance metrics from portfolio level to security level


Performance Metrics

  • Measure time-weighted and Modified Dietz returns, based on GIPS standards
  • Isolate positive/negative returns, evaluate average and annualized returns, drawdown, and peak and trough performance
  • Analyze historical volatility, downside deviation, Sharpe and Sortino ratios


Scenario Analysis & Stress Testing

  • Evaluate portfolio and position sensitivity to current or stressed market conditions (e.g., market indexes, interest rates, credit spreads)
  • Stress test against major historical market events
  • Evaluate the impact of different market scenarios for delta hedging, gamma scalping, and other complex derivatives combinations



  • Choose from a vast library of pre-built reports or build your own custom risk and performance reports 
  • Slice-and-dice performance data using multi-dimensional pivot grid and browser views

Relevant Applications

Eze Software OMS

Real-time valuation, scenario analysis
and other advanced risk metrics
integrated with compliance

Eze Portfolio Accounting

Historical risk and performance analytics
and reporting along with scenario
and stress testing

Eze Investor Accounting Logo

Calculate pre- and post-incentive
performance for investors and funds

What People Are Saying


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Ready To Talk?

If you like what you see, our
sales team will be happy to talk
through the options with you
and help find a solution that
works for you. Give us a call
today or click the button below
to request a demonstration.