Portfolio Management/Economic Capital

RiskFrontier is the portfolio management and economic capital solution trusted by leading financial institutions. It is a scalable platform that identifies a portfolio's risks and opportunities allowing for improved strategic decision making and performance.

In today's competitive market, financial institutions face the increasing challenge of managing risks in complex portfolios—which often include exposures from a variety of asset classes, a number of industries and across borders. In addition, portfolio managers face unprecedented pressure from regulators, investors and executives to articulate credit risk strategies and portfolio management techniques. To achieve compliance and stay ahead of their competitions, financial institutions need a reliable solution that combines sophisticated analytics with robust technology to help them gain the most insight into the drivers of risks and identify strategies to achieve the best possible return on their investment.

Understand Your Portfolio

RiskFrontier enables you to perform rigorous analysis of credit risk and economic capital, which is critical to Basel II and Solvency II compliance. It also identifies risk concentrations by industry, geography or asset type, computes expected and unexpected loss, and calculates distributions of portfolio values, losses and capital.

Make Better Strategic Decisions

RiskFrontier helps you understand which incremental steps to take to improve portfolio performance. It identifies a portfolio's top and poor performers, as well as those exposures that are mispriced (those not earning enough spread given the risk they contribute to your portfolio). RiskFrontier also allows you to determine optimal buy/sell quantities, perform risk-return analysis for hedging strategies and quantify required return on new investment opportunities to optimize a portfolio's risk-return performance. With an aggregated and granular view of your portfolio, you will be positioned to make informed decisions about the strategic direction of your portfolio.

Achieve Transparency

RiskFrontier offers the ability to perform what-if analysis and stress testing using different model assumptions to determine losses and assess capital adequacy under changing economic conditions. This, coupled with RiskFrontier's intuitive interface and robust reports, makes it easy to articulate the sensitivity of economic capital calculations, as well as portfolio management strategies to a variety of stakeholders.

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