Asset Owner
Clients
LumRisk provides asset owners with a unified, independent view of their entire portfolio - across managers, asset classes, and systematic strategies. Our platform strengthens oversight, improves governance, and supports data-driven allocation decisions through consolidated risk analytics, peer comparison tools, and flexible reporting designed for investment committees and regulatory needs.
Risk Oversight
Gain a consolidated view of risk across all managers, mandates, and systematic exposures.
Our platform provides full re-pricing CVaR, stress tests, factor exposures, sensitivities, and mapping across asset classes, allowing asset owners to monitor risk appetite, identify concentrations, and evaluate resilience under multiple market regimes.
Peer Comparison
Screen the entire QIS universe and compare external managers within consistent peer groups.
Evaluate performance, factor tilts, volatility profiles, and stress behaviour to assess which managers deliver stable exposure, which deviate from mandate, and how each strategy ranks versus alternatives.
Portfolio Resilience
Simulate custom market events, shocks, and macro scenarios across the combined portfolio.
Evaluate how allocations behave under rising rates, equity drawdowns, volatility spikes, or cross-asset stress - supporting better policy decisions and helping boards understand risk contributions.
Reporting, Data Quality & Governance
Produce consistent, regulator-ready reporting across mandates with minimal effort. LumRisk ensures data is validated, enriched, and harmonised across providers, while dashboards and file deliveries support internal governance, Investment Committee reporting, and supervisory frameworks such as Solvency II and Basel.
Case Study from LumRisk
Challenge
This large pension fund has an Alternative Risk Premia (ARP) program to act as a tail-protection overlay for its broader investment portfolio.
The pension fund wanted to be able to flexibly assess the impact of ad hoc market scenarios on the overlay portfolio, as well as on the portfolio being hedged.
The investments being hedged are held through several managed accounts managed by external entities.
Solution
The client uses the LumRisk platform to gain a consolidated view of its investments including the ARP overlay.
LumRisk obtains transparency on all client managed accounts and provides daily analytics to assess the overlay’s efficacy in relation to the client’s consolidated exposures.
LumRisk further provides data uploads for integration into the client’s internal systems and risk engine.