Risk Management

Analytics and Services for Thorough Risk Assessment

 

Risk Mitigation

Risk requires a broad, interconnected view of detailed quantitative and qualitative data. Unlike purely quantitative solutions, Vidrio combines position-based statistical and factor-based metrics with broader risk categories, including performance, tail risk, liquidity, operational, investment, reputation, and compliance considerations. This holistic approach helps investors make better-informed decisions and see larger themes. Vidrio’s ability to build a comprehensive, 360° risk perspective, starting from the position level, also enables investors to trace concerns to root causes.

 
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Exposure Analysis

Vidrio’s transparency services capture manager holdings data for comprehensive exposure and risk analysis. Holdings based analysis provides allocators with visibility into manager investment activities and ensures better monitoring and alignment of investment objectives. Clients can elect to have Vidrio perform holdings based exposure analysis with or without risk processing. Vidrio’s risk services leverage embedded partnership with industry-leading provider Axioma described below.

 

Axioma Risk

Through Axioma’s multi-asset class (MAC) risk model, our risk solutions deliver a complete set of position level as well as performance time-series based risk analytics, including:

  • Current market and portfolio risk trends and the impacts they may have on your portfolios
  • Factor decomposition analytics
  • Correlation, volatility, and VaR calculations
  • Treasury curves, yield, and spread based analytics
  • Portfolio risk analysis and stress testing
     

Performance Analysis

Vidrio combines Performance and Cashflow Analytics to enable clients to manage a multi-asset portfolio containing public and private market investments.

Performance Analytics are calculated over different timeframes and include:

  • Allocation
  • Attribution
  • Performance (Flagship, and Investor share class)
  • Fund and Benchmark Statistics
  • And more...

Cashflow Analytics include:

  • IRR (Gross and Net)
  • Investment Multiple (Gross and Net)
  • Realization Multiple
  • Realization Ratio
  • Unrealized Multiple
  • Paid-in Capital Multiple
  • And more...

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Never-ending Improvement

The Vidrio platform is continually being enhanced based on industry changes and client feedback. See our latest videos, white papers, and other information in the Resources Center. 

 

Explore Our Resources

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