Risk
Answering any question about the risk profile of portfolios with thousands of underlying positions in less than 10 seconds
“We receive data on our investments from multiple providers. Yours is by far the cleanest.”
Large Sovereign Wealth Fund
The LumRisk platform combines analytical power with ease of use to provide practical input to effective risk management and decision-making.
Based on full transparency and independent modelling of all underlying positions. Exposures & sensitivities to over 250 market risk factors are calculated daily.
State-of-the-art data analysis and visualization tools allow user to rapidly make sense of the massive data sets.
Flexible and intuitive stress testing using ad hoc or historical scenarios.
CVaR Contribution
Exposures & Sensitivities
Custom Stress Tests
