Risk Shell Releases in 2023 Featured

  • DATE 17/01/2024

In 2023, we rolled out 17 Risk Shell releases, featuring advancements such as master fund transaction automation, additions to stress test statistics, peer group stress analysis for extreme event comparison, user-defined search scopes, and various other enhancements.

Release 8.13672.2, November 22 2023

  • Added Return Calculation Options for custom assets with distributions and dividends:
    • In Research->Rebalance->Rebalancing options, added the NAV and RoR calculation selector: Growth or Total Return.
    • In FoF->Time Interval & NAV->Return & NAV Calculation, added the NAV and RoR calculation selector: Growth or Total Return.

Release 8.1369.1, November 1 2023

  • Improved FlexiRank™ with the following modifications and improvements:
    • Added Stress Mean Loss (Stress Mean-) statistic to the FlexiRank™ criteria.

Release 8.1367.3, October 26 2023

  • Improved Wallets with the following modifications and improvements:
    • In Search Options->Search Scope Selector, added an option Search result to run asset search against the last search result output.

Release 8.1365.2, October 23 2023

  • Improved Wallets with the following modifications and improvements:
    • In Search Options, added the Search Scope Selector to run asset search either against a database or a wallet.

Release 8.1361.3, October 5 2023

  • Improved Stress Test Statistics with the following modifications and improvements:
    • Added stress test event comparison in Multi-statistic Peer Group Analysis.

Release 8.1357.1, September 11 2023

  • Improved Stress Test Statistics with the following modifications and improvements:
    • in Statistics->Output Statistics->Presets, added a new group Stress, which generates asset performance across all extreme events.

Release 8.1356.3, August 16 2023

  • Improved Wallets with the following modifications and improvements:
    • in Options->Wallets->Merge Settings, added the Intersect option to include only assets presented in both - a wallet and the input source.

Release 8.1355.1, August 7 2023

  • NEW! Added new PMS and AIF databases.

Release 8.1353.2, July 6 2023

  • Improved Stress Test Statistics with the following modifications and improvements:
    • Added Stress Mean Loss which is average loss across downside stress events only.

Release 8.1348.1, April 28 2023

  • Improved Geo Exposure Module in FoF Manager with the following modifications and improvements:
    • Added static (SGE) and dynamic (DGE) Geo exposure charts.
    • DSE and GSE charts support historical analysis of past Geo exposures.

Release 8.1345.3, April 11 2023

  • NEW! Added Geo Exposure Module in FoF Manager offering the following functionality:
    • Two-tier custom Geo categorization: region and country levels.
    • Assigning up to three Geo categories for a single asset.
    • Geo exposure limit controls on the portfolio level.

Release 8.1341.1, March 16 2023

  • Improved FoF Manager with the following modifications and improvements:
    • Private equity calls are included in the P/L position calculations.

Release 8.1337.2, February 27 2023

  • Improved FoF Manager with the following modifications and improvements:
    • Brokerage type transactions can be linked to respective assets and deducted from subscription amounts.

Release 8.1336.3, February 16 2023

  • Improved FoF Manager: with the following modifications and improvements:
    • Added auto-generated transactions for master funds: master fund transactions are generated automatically when entering feeder fund transactions linked to respective feeder funds. The following auto-generated transactions are supported:
      • Subscription Master Clone
      • Distribution Master Clone
      • Corp. Events Master Clone
      • Distribution Master Clone
      • Brokerage Master Clone.

Release 8.1334.1, February 7 2023

  • NEW! Added Feeder - Multiple Master Funds Structure in FoF Manager. FoF Manager supports Single Feeder - Multiple Master Funds scenario, a typical investment structure for family offices, when master funds present different asset classes, e.g. hedge FoF, private equity fund, ETF FoF and so on.

Release 8.1337.2, January 26 2023

  • Improved Script Component (beta release 1.1.7): with the following modifications and improvements:static
    • Added FlexiRank™ and due diligence CRM scripting.

Release 8.1334.1, January 12 2023

  • Improved Script Component (beta release 1.1.7): with the following modifications and improvements:
    • Added FlexiRank™ and due diligence CRM scripting.
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More in this category: Risk Shell Releases in 2022 »

Risk Shell Components

Risk management and portfolio construction for alternative investments

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 for 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.

Investment Reporting

Report Builder delivers a flexible SaaS based investment reporting solution designed for fund managers and family offices.

Private Equity

Private equity risk management and portfolio management software, a part of the Risk Shell alternative investment platform.

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