In an increasingly complex investing landscape, comprehensive risk measurement is a cornerstone of prudent management and oversight. Whether your fiduciary responsibilities are for an endowment, a foundation, or a retirement plan, we can help institutional investors and asset managers measure, analyze and evaluate portfolio risk through BNY Mellon Risk View (“Risk View”) .
With Risk View, institutional investors get ex-ante, e.g. forward-looking analysis to assess the risk-reward profile of their investment strategies. Regardless of the asset classes you oversee, Risk View can support your risk measurement needs and help you make more informed investment decisions.
Risk View helps clients understand the risk and reward profile of their investments by providing the following and more.
- Key risk measures such as Value-at-Risk (VAR)
- Historical stress-testing for a wide range of historical events such as the 2008 Global Financial Crisis, the 2002 Credit Crunch, etc.
- Sensitivity analysis based on changing interest rates, narrowing or widening of credit spreads and other drivers.
We have two versions of Risk View that help institutional investors quantify and evaluate risk on global, multi-asset class portfolios.
- Holdings-Level Version of BNY Mellon Risk View
The holdings-level Risk View provides a full revaluation approach using actual investment holdings. As such, clients can get risk transparency into pooled funds, hedge funds and similar types of alternative investments. This bottom-up modeling capability using security-level detail supports client needs for sophisticated and robust risk analysis
- Returns-Based Version of BNY Mellon Risk View
For some clients, security level data is not readily available. Others may not need ex-ante analysis based on security-level data. With Returns-Based Risk View, we can provide risk analysis through a simplified approach using monthly returns as the key data input into our factor models. With this approach, clients can get timely and easy-to-access online risk analysis without having to invest significant time and resources into data management and or model building.
Explore the Opportunities
Regardless of your portfolio’s size or the asset classes you oversee, Risk View can provide ex-ante risk analysis that supports your investment decision process.
Contact us today to learn more about BNY Mellon Risk View.