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Portfolio Risk


S&P Capital IQ’s Portfolio Risk solution draws upon and integrates the rich data and robust research available on the S&P Capital IQ platform and synthesizes it to run sophisticated scenario analytics to price, hedge and manage multi-asset class portfolios.

Key Features

  • Industry-leading portfolio analytics
  • Experienced financial engineering team
  • Real-time calculations
  • Configurable, shareable dashboards
  • Intuitive workflow supporting intra-day decisions
  • Fully integrated scenario analysis
  • Easy integration with market and reference data
  • Broad asset-class coverage

Key Benefits

Real-time Calculations Designed to address the needs of the most sophisticated portfolio and risk managers, this S&P Capital IQ solution uniquely combines best-in-class instrument pricing, portfolio analytics, scenario analysis and stress-testing capabilities with a rich dashboarding capability in a single platform. Custom-configured, shareable dashboards facilitate communication and collaboration around risk and investment strategies. Full transparency into the underlying methodologies and on-the-fly calculations ensure risk metrics can be analyzed and any errors or changes addressed immediately, eliminating delays and frustrating resubmissions.

Interactive and Fully Transparent Reporting Easy to set up and alter as needs arise, the interactive dashboards and reporting capabilities enable end users to produce highly effective reports and analysis specifically designed to facilitate ad hoc risk calculations, leveraging aggregation, filtering and sorting capabilities to provide exactly the right perspective. Users can easily drill-down on each dashboard component and even create dependencies across the individual widgets that comprise each view. All calculations can either be scheduled or run on demand as needed. The resulting dashboards can be shared, printed or exported to facilitate collaboration across the firm.

Intuitive Workflow Supporting Intra-Day Decisions S&P Capital IQ’s Portfolio Risk solution organizes risk management activities into visual risk ‘spaces’ and centralizes pre- and post-trade analyses simply and easily in one place. The automatic capture and storing of all of the modeling assumptions and risk factor information through time, provides a sound and auditable platform to support risk analyses across the firm. End users can recreate past analyses, even easily changing individual assumptions to see how results might vary. They can run and re-run scenarios or valuations using an “as of” date that simulates the results as if they had been run on a prior date.Easy Integration with Market and Reference Data S&P Capital IQ delivers risk and portfolio analytics with fully integrated data sources, either through the use of the industry-leading S&P Capital IQ desktop or by delivering standard interfaces to thirdparty and in-house data sources. Access to data need no longer interfere with a firm’s ability to produce timely and accurate risk analyses. For those firms that require ultimate flexibility, individual end users can customize IR curves and volatility surfaces so that their pricing and portfolio analyses are reflective of the way they see the market.

Product/Service Details

Core Function
User Suitability (Capital Markets & Investment)
Asset Managers, Asset Services, Wealth Managers
Geographic Availability
Africa, Asia-Pacific, Europe, Middle East, North America, South America
Asset Class Coverage
Bonds, Equities , Foreign Exchange (FX), Futures, Options and other Derivatives, Money Markets, Structured Products
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