We offer two Risk Shell configuration options: pre-configured editions and user-defined custom configurations. Since Risk Shell supports a high level of customization, each user account can include any modules and components available. This ensures a cost effective solution for our clients, because they can subscribe only to modules they need yet upgrade later if necessary.

Risk Shell Product Lines

 

 

Risk Shell Editions (Institutional)

B - Basic, UI - Ultimate I, UII - Ultimate II, UIII - Ultimate III
 
  BasicUltimate IUltimate IIUltimate III
  BUIUIIUIII
  • Search filters (100+) excl. Macroeconomic Scenario Screening™
  • Global Search across multiple databases
  • Peer group analysis (Classic & Multi-statistic)
  • Risk engine for asset valuation (100+ metrics)
  • Side-by-side analysis
  • Interactive charting (2D & 3D charts)
  • Macroeconomic Scenario Screening™
  • Attribution Analysis (Static, Dynamic) incl. Trend Segmentation™
  • Stress Testing module (models, scenarios, extreme events)
  • Holdings-Based Analysis module
  • FlexiRank™ analysis (custom ranking criteria)
  • Wallets incl. the Global scope data containers
  • Portfolio What-If module
  • Series Transformation module incl. FX Forwards
  • Report Builder (technical and design reports)
  • Custom assets incl. Portfolio module
  • Return Adjustment Framework
  • Index Builder
  • Proxy Builder
  • Autocorrelation analysis
  • Custom backups
  • Equity Style Box
  • Portfolio advanced correlation analysis
  • Portfolio marginal risk contribution & diversification analysis
  • Risk Budgeting
  • Portfolio Optimization
  • Optimization Backtesting incl. bulk background
  • Portfolio Stochastic Simulation
  • Performance Forecasting
  • Portfolio Rebalancing
  • Market-neutral portfolio builder
  • CRM Document Manager incl. email parser
  • Data management module (custom fields & data merge)
  • FoF Management (exposure, limit control & liquidity analysis)
  • FoF shadow accounting
  • Bloomberg integration (real-time & pre-saved)
  • Data
  • Data Feeds
  • Available for extra fee
  • Available for extra fee
  • 1 HF & 1 CTA or ETF
  • Available for extra fee
  • 1 HF &  Regional OEF &
    1 CTA or ETF
  • Available for extra fee
  • 2 HF & 2 Regional OEF &
    1 Equity 
  • Available for extra fee

Risk Shell Components

Advanced analytics for multi-asset investment portfolios

Asset Selection

Hundreds of quantitative and qualitative filters capable of constructing complex asset search criteria.

Factor Analysis

Multivariate Returns-based and Holdings-based Static & Dynamic Style Analysis to identify granular sources of asset performance.

Stress Testing

Stress assets or portfolios to identify and mitigate potential event risks. Predict impacts of extreme event shocks.

Portfolio Construction

Portfolio construction software for fund of funds: diversification & correlation analysis, risk budgeting and many more.

Peer Group Analysis

Multi-statistic and traditional Box-Plot Peer Group Analysis designed for hedge funds and multi-asset portfolios.

FlexiRank™

Powerful asset ranking framework that supports user-defined ranking criteria and synthetic risk statistics.

Holdings

Holdings-Based Analysis of hedge funds and FoF across all asset classes including equities, fixed income etc.

CRM & Document Manager

Document management and due diligence tools tailored to alternative investments and multi-manager funds.

Index Builder

Advanced quantitative framework to create custom benchmarks and factor subsets that ensure the best fit for any asset.

Custom Assets

Tools to create and maintain a virtual database of user-defined assets within the Risk Shell environment.

Portfolio Optimization

Optimization of multi-manager funds, fund of funds and multi-asset portfolios across a broad range of objective functions.

Portfolio What-If

Portfolio What-If Analysis to create and analyze hypothetical portfolios based on actual investment portfolios.

NEW! Kalman Filter for DSA

The Kalman filter for Dynamic Style Analysis offers a high accuracy when analyzing asset factor exposures. In most cases, it is capable of achieving a high r-squared of the factor model of over 0.999.

Asset Return Adjustment Framework

Clone portfolio assets and adjust return estimates manually - to override data vendor returns. Then switch between vendor data and adjusted (cloned) instruments by a single click.

Portfolio Construction Framework

All-in-one portfolio construction framework including non-linear portfolio optimization, risk budgeting, stochastic simulation, market-neutral portfolio builder, diversification analysis and many more.

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