One of the world’s largest providers of sophisticated investment analysis tools, reporting $10.8* trillion in assets under measurement.

Our goal is to provide comprehensive investment risk services that monitor risk across the investment process with integrated performance solutions for comparing, evaluating and understanding the impact of investment decisions.

Features

  • BNY Mellon Risk ViewSM

    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”) .

    Overview

    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.

  • Exposure & Structural Analysis

    • Fundamental portfolio characteristics, allocation and risk exposure (country, currency, issuer and sector) for evaluating investment style and fund structure.

     

  • Historical Risk Measures

    • Returns-based risk measures and risk-adjusted returns including total risk, relative risk and downside risk statistics

     

  • Compliance Monitoring

    • Post-trade reporting for monitoring investment policy goals and guidelines.

     

  • Asset Liability Reporting

    • Provides a view of key asset and liability metrics, analyzes sources that influence changes in pension funded status

     

  • Performance Measurement and Attribution

    • Returns from the total fund, to individual security level, across all asset classes, with thousands of market and custom indexes.  
    • Performance on alternative strategies with multiple return types including time-weighted, non-lagged time-weighted and internal rates of return. 
    • GIPS® services include composite maintenance, calculations, and reporting to assist clients with the necessary returns, processes, and documentation required for claiming compliance. 
    • Key factors to identify the source of returns against a benchmark or peer group.

     

  • Peer Groups

    • Extensive range of performance universes for comparisons at multiple levels including total fund, asset class and individual manager.

     

  • BNY Mellon Asset Strategy ViewSM

    • Detailed insights into asset allocation and capital flows across various asset owner plan and security attributes

    Explore Asset Strategy ViewSM

     

Our Thinking

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Considering the Alternatives

A Practical Look at Enterprise Risk Analysis and Alternative Investments

 The assumptions that are used in incorporating alternative investments into enterprise risk analysis matter. Different approaches to data management can lead to different potential conclusions about the apparent risks within an investment program.

Business Insights

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LATEST

BNY Mellon Endowments & Foundations Study

We’ve analyzed performance and asset allocation trends across a spectrum of E&Fs, who need to balance the two-fold objectives of supporting a stable stream of income while preserving the real purchasing power of their assets in perpetuity.

Frances Barney
05:27

Transparency in Benchmark Costs

Frances Barney, Head of Global Risk Solutions Consulting – Americas, and David Spaulding, CEO and Founder, The Spaulding Group, discuss the launch of “Custodian Guidelines for Transparency in Benchmark Cost,” an initiative that seeks to improve transparency on embedded fees for benchmark data, and enable investors to make informed decisions by understanding the details behind the fees they are paying.

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